+5.0%
AMT vs MULL
+1,100.2%
-1,095.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.3% | -12.2% | +0.6% |
| 7D | +0.4% | -27.1% | +27.5% | -0.5% |
| 30D | +3.7% | -54.2% | +57.9% | +1.3% |
| 3M | +10.7% | -42.0% | +52.7% | +9.5% |
| 6M | +9.3% | -43.5% | +52.7% | +9.5% |
| YTD | +10.9% | +199.9% | -189.0% | +16.4% |
| 1Y | +10.5% | +292.8% | -282.3% | +17.0% |
| All | +5.0% | +1,100.2% | -1,095.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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