+1,454.7%
AMT vs NI
+1,344.2%
+110.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +1.5% | +4.3% | -2.8% | -0.6% |
| 30D | +6.8% | +12.4% | -5.5% | +0.8% |
| 3M | +11.2% | +10.2% | +1.0% | +5.9% |
| 6M | +12.5% | -0.8% | +13.3% | +12.6% |
| YTD | +12.5% | +13.2% | -0.7% | +5.5% |
| 1Y | +10.1% | +10.1% | 0.0% | +4.7% |
| 3Y | +16.0% | +103.1% | -87.1% | -19.2% |
| 5Y | -17.2% | +115.5% | -132.7% | -44.0% |
| 10Y | +135.2% | +195.5% | -60.2% | +34.1% |
| All | +1,454.7% | +1,344.2% | +110.5% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling