+323.8%
AMT vs INDA
+121.8%
+202.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +6.8% | +9.4% | -2.6% | +3.1% |
| 3M | +11.2% | +2.9% | +8.3% | +9.9% |
| 6M | +12.5% | +7.2% | +5.2% | +9.2% |
| YTD | +12.5% | -4.8% | +17.3% | +14.2% |
| 1Y | +10.1% | -5.1% | +15.2% | +11.8% |
| 3Y | +16.0% | +16.7% | -0.6% | +7.3% |
| 5Y | -17.2% | +8.8% | -25.9% | -21.5% |
| 10Y | +135.2% | +116.2% | +19.0% | +64.8% |
| All | +323.8% | +121.8% | +202.0% | +186.5% |
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