+106.2%
AMT vs MKTX
+5.0%
+101.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | +4.4% | +0.7% | +3.6% | +4.1% |
| 3M | -5.2% | +40.8% | -46.0% | -15.4% |
| 6M | -0.8% | -8.0% | +7.2% | +0.5% |
| YTD | +3.3% | -8.7% | +12.0% | +4.9% |
| 1Y | -6.0% | -11.8% | +5.8% | -3.7% |
| 3Y | +9.6% | -24.0% | +33.6% | +13.8% |
| 5Y | -29.2% | -60.3% | +31.1% | -12.2% |
| All | +106.2% | +5.0% | +101.2% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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