-32.3%
AMT vs MET
+86.8%
-119.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +4.6% | +1.4% | +3.2% | +4.3% |
| 3M | -8.4% | +17.7% | -26.1% | -11.7% |
| 6M | -6.0% | +35.0% | -41.0% | -12.0% |
| YTD | +2.1% | +26.3% | -24.2% | -3.2% |
| 1Y | -6.4% | +22.8% | -29.2% | -10.9% |
| 3Y | +8.1% | +65.9% | -57.9% | -8.3% |
| All | -32.3% | +86.8% | -119.1% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling