+100.6%
AMT vs IT
+92.9%
+7.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -2.7% | -12.7% | +10.0% | 0.0% |
| 30D | +2.0% | -8.9% | +10.9% | +3.8% |
| 3M | -9.3% | +10.1% | -19.4% | -12.1% |
| 6M | -5.2% | +7.3% | -12.5% | -8.1% |
| YTD | +0.5% | -32.4% | +32.8% | +6.6% |
| 1Y | -7.3% | -26.6% | +19.4% | -4.0% |
| 3Y | +6.2% | -51.8% | +58.1% | +17.4% |
| 5Y | -31.2% | -45.6% | +14.4% | -27.7% |
| All | +100.6% | +92.9% | +7.6% | +51.2% |
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