-20.3%
AMT vs MUB
+3.5%
-23.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.9% |
| 7D | +0.5% | +0.7% | -0.2% | -1.1% |
| 30D | +13.6% | +4.4% | +9.2% | +2.7% |
| 3M | +11.5% | -0.2% | +11.6% | +12.2% |
| 6M | +6.9% | -0.6% | +7.5% | +8.6% |
| YTD | +10.8% | +0.3% | +10.5% | +10.0% |
| 1Y | +10.3% | +0.8% | +9.6% | +8.4% |
| 3Y | +12.4% | +12.0% | +0.4% | -14.4% |
| All | -20.3% | +3.5% | -23.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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