-30.9%
AMT vs MKC
-34.7%
+3.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.5% | -4.3% | +5.8% | +2.9% |
| 30D | +3.7% | -3.1% | +6.8% | +4.7% |
| 3M | -7.2% | +6.8% | -14.0% | -9.5% |
| 6M | -4.2% | -18.3% | +14.2% | +2.0% |
| YTD | +1.9% | -23.1% | +24.9% | +10.3% |
| 1Y | -6.4% | -23.7% | +17.3% | +1.5% |
| 3Y | +7.7% | -31.0% | +38.7% | +20.8% |
| 5Y | -30.9% | -33.5% | +2.6% | -20.8% |
| All | -30.9% | -34.7% | +3.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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