+12.4%
AMT vs LTH
+268.4%
-256.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +0.5% | +4.5% | -3.9% | +0.1% |
| 30D | +13.6% | +16.3% | -2.7% | +11.9% |
| 3M | +11.5% | +8.4% | +3.1% | +10.5% |
| 6M | +6.9% | +40.3% | -33.3% | +3.2% |
| YTD | +10.8% | +77.3% | -66.4% | +3.9% |
| 1Y | +10.3% | +88.0% | -77.6% | +2.7% |
| 3Y | +12.4% | +274.3% | -261.9% | -11.2% |
| All | +12.4% | +268.4% | -256.0% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling