+7.9%
AMT vs MDY
+51.1%
-43.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.4% |
| 30D | +1.8% | -3.1% | +5.0% | +2.4% |
| 3M | -6.2% | +1.8% | -8.0% | -6.7% |
| 6M | -5.0% | +10.8% | -15.8% | -7.3% |
| YTD | +2.1% | +14.4% | -12.4% | -1.3% |
| 1Y | -5.7% | +15.2% | -20.9% | -9.1% |
| 3Y | +7.9% | +51.2% | -43.3% | -16.5% |
| All | +7.9% | +51.1% | -43.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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