+15.1%
AMT vs M
+155.4%
-140.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.6% | +5.0% | -3.4% | +1.6% |
| 30D | +4.5% | +10.6% | -6.2% | +4.3% |
| 3M | +13.8% | +1.6% | +12.2% | +13.6% |
| 6M | +10.0% | +30.8% | -20.8% | +10.0% |
| YTD | +11.8% | +16.9% | -5.1% | +11.6% |
| 1Y | +10.2% | +26.3% | -16.0% | +10.1% |
| 3Y | +15.1% | +158.6% | -143.5% | +12.5% |
| All | +15.1% | +155.4% | -140.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling