-30.9%
AMT vs MDY
+45.8%
-76.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | +1.5% | -0.8% | +2.2% | +1.8% |
| 30D | +3.7% | -3.9% | +7.6% | +5.5% |
| 3M | -7.2% | 0.0% | -7.1% | -7.5% |
| 6M | -4.2% | +8.5% | -12.7% | -8.1% |
| YTD | +1.9% | +13.2% | -11.3% | -4.5% |
| 1Y | -6.4% | +15.0% | -21.4% | -13.0% |
| 3Y | +7.7% | +49.6% | -41.8% | -17.3% |
| 5Y | -30.9% | +46.0% | -76.9% | -47.7% |
| All | -30.9% | +45.8% | -76.7% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling