-31.2%
AMT vs MKTX
-60.6%
+29.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | -9.3% | +41.1% | -50.4% | -17.2% |
| 6M | -5.2% | -9.5% | +4.3% | -3.0% |
| YTD | +0.5% | -8.7% | +9.1% | +2.6% |
| 1Y | -7.3% | -10.0% | +2.7% | -5.1% |
| 3Y | +6.2% | -24.6% | +30.8% | +10.5% |
| 5Y | -31.2% | -60.3% | +29.1% | -24.7% |
| All | -31.2% | -60.6% | +29.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling