+106.2%
AMT vs KEYS
+1,049.9%
-943.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.0% |
| 7D | +1.1% | +3.5% | -2.4% | +0.5% |
| 30D | +4.4% | -4.5% | +8.8% | +5.1% |
| 3M | -5.2% | -0.4% | -4.7% | -5.9% |
| 6M | -0.8% | +19.1% | -20.0% | -6.0% |
| YTD | +3.3% | +66.7% | -63.4% | -10.6% |
| 1Y | -6.0% | +96.5% | -102.5% | -22.3% |
| 3Y | +9.6% | +155.2% | -145.6% | -19.1% |
| 5Y | -29.2% | +88.0% | -117.2% | -43.5% |
| All | +106.2% | +1,049.9% | -943.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling