-20.3%
AMT vs IR
+44.3%
-64.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | +0.5% | +3.7% | -3.1% | -0.1% |
| 30D | +13.6% | +7.4% | +6.2% | +12.1% |
| 3M | +11.5% | -5.9% | +17.4% | +12.5% |
| 6M | +6.9% | +5.6% | +1.4% | +5.3% |
| YTD | +10.8% | +4.8% | +6.0% | +8.8% |
| 1Y | +10.3% | +6.9% | +3.4% | +7.8% |
| 3Y | +12.4% | +27.6% | -15.1% | -3.7% |
| All | -20.3% | +44.3% | -64.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling