+929.1%
AMT vs MKSI
+2,206.8%
-1,277.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | -0.2% | +7.7% | -7.9% | -2.0% |
| 30D | +1.8% | -12.9% | +14.7% | +4.9% |
| 3M | -6.2% | -14.8% | +8.7% | -5.6% |
| 6M | -5.0% | +26.6% | -31.6% | -14.5% |
| YTD | +2.1% | +66.6% | -64.5% | -15.2% |
| 1Y | -5.7% | +144.6% | -150.3% | -30.2% |
| 3Y | +7.9% | +193.1% | -185.2% | -31.2% |
| 5Y | -32.3% | +88.6% | -120.9% | -53.6% |
| 10Y | +95.0% | +490.9% | -395.9% | -17.6% |
| All | +929.1% | +2,206.8% | -1,277.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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