+969.1%
AMT vs LII
+3,124.4%
-2,155.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +4.6% | -12.6% | +17.2% | +9.0% |
| 3M | -8.4% | -24.4% | +16.0% | -2.1% |
| 6M | -6.0% | -28.7% | +22.7% | +1.6% |
| YTD | +2.1% | -19.1% | +21.3% | +5.9% |
| 1Y | -6.4% | -29.7% | +23.3% | +0.9% |
| 3Y | +8.1% | +4.8% | +3.3% | -1.2% |
| 5Y | -31.9% | +24.6% | -56.5% | -42.3% |
| 10Y | +97.1% | +169.2% | -72.1% | +25.0% |
| All | +969.1% | +3,124.4% | -2,155.3% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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