+1,311.4%
AMT vs MKC
+1,211.8%
+99.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.2% | -5.9% | +5.7% | +2.0% |
| 30D | +4.6% | -0.9% | +5.5% | +4.9% |
| 3M | -8.4% | +12.7% | -21.2% | -12.6% |
| 6M | -6.0% | -19.3% | +13.3% | +0.8% |
| YTD | +2.1% | -22.2% | +24.3% | +10.6% |
| 1Y | -6.4% | -23.3% | +17.0% | +1.7% |
| 3Y | +8.1% | -30.0% | +38.0% | +19.9% |
| 5Y | -31.9% | -33.8% | +1.8% | -23.9% |
| 10Y | +97.1% | +24.4% | +72.7% | +77.8% |
| All | +1,311.4% | +1,211.8% | +99.6% | +830.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling