+93.2%
AMT vs IR
+334.2%
-240.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.2% | +4.3% | -6.4% | -2.8% |
| 30D | +5.8% | +8.1% | -2.3% | +4.4% |
| 3M | +12.6% | +0.7% | +11.9% | +12.2% |
| 6M | +8.3% | +16.6% | -8.3% | +5.2% |
| YTD | +11.4% | +7.8% | +3.6% | +9.2% |
| 1Y | +7.7% | +9.9% | -2.2% | +5.2% |
| 3Y | +14.8% | +25.2% | -10.4% | +6.6% |
| 5Y | -18.0% | +46.8% | -64.7% | -27.2% |
| All | +93.2% | +334.2% | -240.9% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling