+1,431.6%
AMT vs IT
+423.9%
+1,007.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.5% |
| 7D | +0.5% | -16.9% | +17.4% | +5.6% |
| 30D | +13.6% | +2.3% | +11.3% | +12.1% |
| 3M | +11.5% | +2.9% | +8.6% | +9.0% |
| 6M | +6.9% | +25.9% | -18.9% | -3.0% |
| YTD | +10.8% | -24.6% | +35.5% | +14.6% |
| 1Y | +10.3% | -16.0% | +26.4% | +10.3% |
| 3Y | +12.4% | -51.6% | +64.0% | +27.2% |
| 5Y | -20.1% | -42.6% | +22.6% | -15.7% |
| 10Y | +116.8% | +103.6% | +13.3% | +44.3% |
| All | +1,431.6% | +423.9% | +1,007.7% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling