+142.4%
AMT vs MXL
+161.9%
-19.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.1% |
| 7D | +1.5% | +13.4% | -11.9% | +1.1% |
| 30D | +6.8% | -29.2% | +36.1% | +7.6% |
| 3M | +11.2% | -27.2% | +38.4% | +11.6% |
| 6M | +12.5% | -36.4% | +48.9% | +12.3% |
| YTD | +12.5% | +220.0% | -207.5% | +1.5% |
| 1Y | +10.1% | +304.8% | -294.7% | -2.1% |
| 3Y | +16.0% | +238.5% | -222.4% | -0.9% |
| 5Y | -17.2% | -18.8% | +1.6% | -19.7% |
| All | +142.4% | +161.9% | -19.4% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling