+124.5%
AMT vs M
+3.7%
+120.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -0.4% |
| 7D | +0.4% | +2.5% | -2.2% | +0.2% |
| 30D | +3.7% | +10.1% | -6.3% | +3.0% |
| 3M | +10.7% | -0.9% | +11.7% | +10.7% |
| 6M | +9.3% | +30.2% | -20.9% | +7.2% |
| YTD | +10.9% | +16.3% | -5.3% | +9.5% |
| 1Y | +10.5% | +27.0% | -16.4% | +8.4% |
| 3Y | +15.5% | +154.5% | -138.9% | +5.7% |
| 5Y | -20.6% | -1.1% | -19.5% | -23.7% |
| 10Y | +124.5% | +0.5% | +124.1% | +84.4% |
| All | +124.5% | +3.7% | +120.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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