+106.2%
AMT vs NI
+143.3%
-37.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +4.4% | -1.4% | +5.7% | +5.1% |
| 3M | -5.2% | -10.6% | +5.4% | +1.1% |
| 6M | -0.8% | -9.3% | +8.5% | +4.7% |
| YTD | +3.3% | +1.1% | +2.1% | +2.3% |
| 1Y | -6.0% | +3.4% | -9.4% | -8.4% |
| 3Y | +9.6% | +67.9% | -58.3% | -21.1% |
| 5Y | -29.2% | +98.0% | -127.2% | -53.9% |
| All | +106.2% | +143.3% | -37.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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