-6.4%
AMT vs KEY
+21.3%
-27.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.1% |
| 30D | +4.6% | -3.0% | +7.7% | +4.5% |
| 3M | -8.4% | +3.3% | -11.8% | -8.3% |
| 6M | -6.0% | +9.2% | -15.2% | -5.4% |
| YTD | +2.1% | +10.6% | -8.5% | +2.1% |
| 1Y | -6.4% | +20.4% | -26.8% | -8.9% |
| All | -6.4% | +21.3% | -27.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling