+1,311.4%
AMT vs MDY
+1,372.9%
-61.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | +4.6% | -1.5% | +6.1% | +5.9% |
| 3M | -8.4% | +0.8% | -9.2% | -9.6% |
| 6M | -6.0% | +7.4% | -13.4% | -12.5% |
| YTD | +2.1% | +15.2% | -13.1% | -10.7% |
| 1Y | -6.4% | +16.5% | -22.9% | -19.3% |
| 3Y | +8.1% | +46.8% | -38.7% | -27.2% |
| 5Y | -31.9% | +46.0% | -78.0% | -55.0% |
| 10Y | +97.1% | +172.1% | -75.0% | -34.6% |
| All | +1,311.4% | +1,372.9% | -61.6% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling