+320.7%
AMT vs INDA
+122.4%
+198.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.4% | +3.1% | -5.5% | -3.6% |
| 30D | +4.2% | +11.3% | -7.1% | -0.1% |
| 3M | +13.4% | +3.0% | +10.4% | +12.0% |
| 6M | +9.4% | +6.5% | +2.8% | +6.5% |
| YTD | +11.7% | -4.6% | +16.2% | +13.2% |
| 1Y | +7.1% | -5.8% | +12.9% | +9.1% |
| 3Y | +15.1% | +16.8% | -1.7% | +6.3% |
| 5Y | -17.9% | +10.4% | -28.3% | -22.6% |
| 10Y | +133.5% | +116.8% | +16.7% | +63.5% |
| All | +320.7% | +122.4% | +198.3% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling