+15.2%
AMT vs MSCI
+34.4%
-19.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | +4.2% | +16.5% | -12.3% | +1.8% |
| 3M | +13.4% | +18.2% | -4.8% | +10.5% |
| 6M | +9.4% | +14.0% | -4.6% | +7.1% |
| YTD | +11.7% | +16.6% | -4.9% | +8.7% |
| 1Y | +7.1% | +14.8% | -7.7% | +4.5% |
| All | +15.2% | +34.4% | -19.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling