+8.3%
AMT vs LTH
+152.2%
-143.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +4.6% | -4.6% | +9.2% | +5.1% |
| 3M | -8.4% | +32.8% | -41.3% | -11.2% |
| 6M | -6.0% | +64.6% | -70.6% | -11.3% |
| YTD | +2.1% | +62.6% | -60.5% | -3.6% |
| 1Y | -6.4% | +49.9% | -56.3% | -11.0% |
| All | +8.3% | +152.2% | -143.9% | -9.4% |
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