+77.1%
AMT vs IR
+288.5%
-211.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | -0.2% | -2.8% | +2.6% | +0.2% |
| 30D | +4.6% | -15.1% | +19.8% | +7.3% |
| 3M | -8.4% | +6.1% | -14.5% | -9.7% |
| 6M | -6.0% | -16.8% | +10.8% | -3.7% |
| YTD | +2.1% | -3.5% | +5.7% | +2.0% |
| 1Y | -6.4% | -3.5% | -2.9% | -6.6% |
| 3Y | +8.1% | +9.5% | -1.4% | +2.6% |
| 5Y | -31.9% | +45.1% | -77.0% | -39.4% |
| All | +77.1% | +288.5% | -211.4% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling