+30.0%
AMT vs MRNA
+537.9%
-507.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -0.2% | -9.0% | +8.9% | +0.1% |
| 30D | +1.8% | +137.2% | -135.3% | -2.4% |
| 3M | -6.2% | +194.8% | -201.0% | -11.1% |
| 6M | -5.0% | +167.2% | -172.2% | -9.8% |
| YTD | +2.1% | +375.9% | -373.8% | -5.7% |
| 1Y | -5.7% | +465.2% | -470.9% | -13.8% |
| 3Y | +7.9% | +30.4% | -22.4% | +3.5% |
| 5Y | -32.3% | -66.8% | +34.5% | -33.4% |
| All | +30.0% | +537.9% | -507.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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