+142.4%
AMT vs IT
+90.0%
+52.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | +6.8% | -1.8% | +8.7% | +6.8% |
| 3M | +11.2% | +4.8% | +6.4% | +9.1% |
| 6M | +12.5% | +33.0% | -20.5% | +3.7% |
| YTD | +12.5% | -23.8% | +36.3% | +15.7% |
| 1Y | +10.1% | -16.5% | +26.6% | +10.8% |
| 3Y | +16.0% | -53.6% | +69.7% | +30.5% |
| 5Y | -17.2% | -42.1% | +25.0% | -14.3% |
| All | +142.4% | +90.0% | +52.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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