+149.0%
AMT vs KEYS
+1,095.1%
-946.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | -0.2% | +4.4% | -4.6% | -1.0% |
| 30D | +1.8% | -2.2% | +4.1% | +2.1% |
| 3M | -6.2% | +0.5% | -6.7% | -7.2% |
| 6M | -5.0% | +22.4% | -27.4% | -10.6% |
| YTD | +2.1% | +64.1% | -62.0% | -11.3% |
| 1Y | -5.7% | +97.0% | -102.7% | -22.1% |
| 3Y | +7.9% | +152.0% | -144.1% | -19.6% |
| 5Y | -32.3% | +83.7% | -116.1% | -45.5% |
| 10Y | +95.0% | +997.9% | -902.8% | +0.6% |
| All | +149.0% | +1,095.1% | -946.0% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling