-31.3%
AMT vs IR
+45.6%
-76.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.3% |
| 30D | +4.6% | -15.1% | +19.8% | +7.6% |
| 3M | -8.4% | +6.1% | -14.5% | -9.9% |
| 6M | -6.0% | -16.8% | +10.8% | -3.3% |
| YTD | +2.1% | -3.5% | +5.7% | +1.9% |
| 1Y | -6.4% | -3.5% | -2.9% | -6.8% |
| 3Y | +8.1% | +9.5% | -1.4% | -3.3% |
| All | -31.3% | +45.6% | -76.9% | -45.9% |
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