+1,311.4%
AMT vs KEY
+76.6%
+1,234.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | +4.6% | -3.0% | +7.7% | +5.3% |
| 3M | -8.4% | +3.3% | -11.8% | -9.3% |
| 6M | -6.0% | +9.2% | -15.2% | -8.1% |
| YTD | +2.1% | +10.6% | -8.5% | -0.7% |
| 1Y | -6.4% | +20.4% | -26.8% | -11.0% |
| 3Y | +8.1% | +121.8% | -113.8% | -13.8% |
| 5Y | -31.9% | +41.1% | -73.1% | -42.1% |
| 10Y | +97.1% | +168.5% | -71.4% | +28.1% |
| All | +1,311.4% | +76.6% | +1,234.7% | +676.9% |
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 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