+1,305.3%
AMT vs MKTX
+1,446.2%
-140.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +4.6% | +1.1% | +3.5% | +4.4% |
| 3M | -8.4% | +36.1% | -44.6% | -15.5% |
| 6M | -6.0% | -12.9% | +6.8% | -4.3% |
| YTD | +2.1% | -8.5% | +10.6% | +2.8% |
| 1Y | -6.4% | -7.5% | +1.2% | -6.1% |
| 3Y | +8.1% | -28.3% | +36.4% | +12.5% |
| 5Y | -31.9% | -63.3% | +31.4% | -19.6% |
| 10Y | +97.1% | +4.5% | +92.6% | +84.2% |
| All | +1,305.3% | +1,446.2% | -140.9% | +529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling