+57.7%
AMT vs NTR
+97.9%
-40.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +4.4% | +16.8% | -12.4% | +1.5% |
| 3M | -5.2% | +20.7% | -25.9% | -8.4% |
| 6M | -0.8% | +0.5% | -1.4% | -1.5% |
| YTD | +3.3% | +29.2% | -25.9% | -2.3% |
| 1Y | -6.0% | +39.6% | -45.6% | -12.7% |
| 3Y | +9.6% | +37.9% | -28.3% | +0.8% |
| 5Y | -29.2% | +47.1% | -76.3% | -38.5% |
| All | +57.7% | +97.9% | -40.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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