+1,311.4%
AMT vs MAS
+467.8%
+843.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.6% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +4.6% | -5.6% | +10.2% | +6.4% |
| 3M | -8.4% | +4.4% | -12.9% | -10.6% |
| 6M | -6.0% | +7.2% | -13.2% | -9.5% |
| YTD | +2.1% | +16.1% | -14.0% | -4.4% |
| 1Y | -6.4% | +0.1% | -6.5% | -8.5% |
| 3Y | +8.1% | +28.3% | -20.2% | -4.3% |
| 5Y | -31.9% | +30.5% | -62.4% | -40.9% |
| 10Y | +97.1% | +139.1% | -42.0% | +36.4% |
| All | +1,311.4% | +467.8% | +843.5% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 all: compounded portfolio wealth divided by compounded MAS 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…
all analysis · Full analysis span regression · 6 months rolling