-18.8%
AMT vs MSCI
+7.0%
-25.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +1.6% | +2.7% | -1.0% | +0.9% |
| 30D | +4.5% | +16.2% | -11.8% | -0.2% |
| 3M | +13.8% | +17.1% | -3.3% | +8.4% |
| 6M | +10.0% | +13.0% | -3.0% | +5.7% |
| YTD | +11.8% | +15.8% | -4.0% | +5.8% |
| 1Y | +10.2% | +15.5% | -5.2% | +4.4% |
| 3Y | +15.1% | +32.3% | -17.2% | +0.7% |
| 5Y | -18.8% | +8.2% | -27.0% | -28.3% |
| All | -18.8% | +7.0% | -25.9% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling