+8.1%
AMT vs MXL
+209.6%
-201.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | +0.1% |
| 7D | +1.5% | +19.0% | -17.5% | +2.0% |
| 30D | +3.7% | +4.5% | -0.7% | +4.0% |
| 3M | -7.2% | -1.5% | -5.7% | -6.7% |
| 6M | -4.2% | +348.6% | -352.8% | +1.4% |
| YTD | +1.9% | +310.3% | -308.4% | +7.6% |
| 1Y | -6.4% | +344.7% | -351.1% | -0.5% |
| All | +8.1% | +209.6% | -201.5% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling