+518.0%
AMT vs MSCI
+3,169.6%
-2,651.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.5% |
| 7D | +4.4% | +6.0% | -1.7% | +2.3% |
| 30D | +17.7% | +18.2% | -0.5% | +11.1% |
| 3M | +16.7% | +15.1% | +1.6% | +11.0% |
| 6M | +11.1% | +13.7% | -2.6% | +5.8% |
| YTD | +13.9% | +15.6% | -1.7% | +6.9% |
| 1Y | +12.5% | +16.3% | -3.8% | +5.3% |
| 3Y | +13.2% | +36.9% | -23.7% | -2.9% |
| 5Y | -17.9% | +6.3% | -24.2% | -24.8% |
| 10Y | +122.8% | +823.0% | -700.2% | -8.1% |
| All | +518.0% | +3,169.6% | -2,651.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling