+451.4%
AMT vs MXL
+249.5%
+201.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.3% |
| 7D | -0.2% | +1.6% | -1.9% | -0.3% |
| 30D | +4.6% | -7.0% | +11.6% | +4.8% |
| 3M | -8.4% | -33.4% | +25.0% | -7.8% |
| 6M | -6.0% | +260.2% | -266.2% | -17.2% |
| YTD | +2.1% | +260.0% | -257.8% | -10.2% |
| 1Y | -6.4% | +303.5% | -309.9% | -18.7% |
| 3Y | +8.1% | +160.4% | -152.4% | -7.4% |
| 5Y | -31.9% | +14.7% | -46.6% | -38.5% |
| 10Y | +97.1% | +215.6% | -118.5% | +46.9% |
| All | +451.4% | +249.5% | +201.9% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling