-16.1%
AMT vs LTH
+174.8%
-190.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.4% |
| 7D | -2.2% | -4.6% | +2.5% | -1.5% |
| 30D | +5.8% | +14.8% | -9.1% | +3.5% |
| 3M | +12.6% | +3.9% | +8.6% | +11.7% |
| 6M | +8.3% | +35.5% | -27.2% | +3.0% |
| YTD | +11.4% | +71.3% | -59.9% | +1.5% |
| 1Y | +7.7% | +75.7% | -68.0% | -2.3% |
| 3Y | +14.8% | +231.9% | -217.1% | -10.5% |
| 5Y | -18.0% | +130.5% | -148.4% | -38.4% |
| All | -16.1% | +174.8% | -190.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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