+1,431.6%
AMT vs KEY
+66.0%
+1,365.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | +13.6% | +5.1% | +8.5% | +12.3% |
| 3M | +11.5% | -7.1% | +18.6% | +13.2% |
| 6M | +6.9% | -4.4% | +11.3% | +7.7% |
| YTD | +10.8% | +4.0% | +6.8% | +9.1% |
| 1Y | +10.3% | +23.4% | -13.1% | +4.4% |
| 3Y | +12.4% | +113.9% | -101.5% | -9.6% |
| 5Y | -20.1% | +12.3% | -32.4% | -28.2% |
| 10Y | +116.8% | +125.5% | -8.6% | +47.3% |
| All | +1,431.6% | +66.0% | +1,365.6% | +754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling