+105.4%
AMT vs MET
+245.0%
-139.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.5% | -0.8% | +2.2% | +1.6% |
| 30D | +3.7% | -1.4% | +5.1% | +4.0% |
| 3M | -7.2% | +12.5% | -19.7% | -9.8% |
| 6M | -4.2% | +37.1% | -41.3% | -11.1% |
| YTD | +1.9% | +23.8% | -21.9% | -3.4% |
| 1Y | -6.4% | +24.1% | -30.5% | -11.4% |
| 3Y | +7.7% | +65.2% | -57.5% | -7.0% |
| 5Y | -30.9% | +82.3% | -113.2% | -42.3% |
| 10Y | +105.4% | +241.6% | -136.2% | +41.0% |
| All | +105.4% | +245.0% | -139.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling