-3.4%
AMT vs MULL
+2,481.0%
-2,484.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.2% |
| 7D | -0.2% | +14.0% | -14.2% | +0.4% |
| 30D | +1.8% | +24.8% | -23.0% | +2.9% |
| 3M | -6.2% | -16.1% | +9.9% | -5.1% |
| 6M | -5.0% | +330.9% | -335.9% | +0.7% |
| YTD | +2.1% | +545.0% | -542.9% | +9.4% |
| 1Y | -5.7% | +2,427.1% | -2,432.9% | +4.7% |
| All | -3.4% | +2,481.0% | -2,484.5% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling