+7.9%
AMT vs NI
+71.0%
-63.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | -0.2% | +2.3% | -2.5% | -1.4% |
| 30D | +1.8% | -1.7% | +3.5% | +2.7% |
| 3M | -6.2% | -8.0% | +1.8% | -2.0% |
| 6M | -5.0% | -8.6% | +3.7% | -0.5% |
| YTD | +2.1% | +2.3% | -0.3% | +0.7% |
| 1Y | -5.7% | +6.9% | -12.7% | -9.5% |
| 3Y | +7.9% | +70.6% | -62.6% | -26.3% |
| All | +7.9% | +71.0% | -63.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling