+112.7%
AMT vs M
-4.2%
+116.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.4% |
| 7D | +0.5% | -4.3% | +4.8% | +0.8% |
| 30D | +13.6% | +1.3% | +12.3% | +13.5% |
| 3M | +11.5% | -7.4% | +18.8% | +11.9% |
| 6M | +6.9% | +18.3% | -11.4% | +5.6% |
| YTD | +10.8% | +7.6% | +3.2% | +9.9% |
| 1Y | +10.3% | +17.4% | -7.1% | +8.7% |
| 3Y | +12.4% | +108.4% | -95.9% | +4.3% |
| 5Y | -20.1% | -10.6% | -9.5% | -22.7% |
| All | +112.7% | -4.2% | +116.8% | +75.3% |
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