-18.8%
AMT vs KEY
+14.6%
-33.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +4.5% | +6.9% | -2.4% | +3.6% |
| 3M | +13.8% | -5.0% | +18.8% | +14.4% |
| 6M | +10.0% | +0.7% | +9.3% | +9.8% |
| YTD | +11.8% | +6.5% | +5.3% | +10.5% |
| 1Y | +10.2% | +22.6% | -12.4% | +7.0% |
| 3Y | +15.1% | +125.3% | -110.2% | -2.1% |
| 5Y | -18.8% | +13.9% | -32.7% | -23.0% |
| All | -18.8% | +14.6% | -33.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling