+16.0%
AMT vs NTR
+47.6%
-31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +6.8% | +2.0% | +4.9% | +6.6% |
| 3M | +11.2% | +6.4% | +4.8% | +10.5% |
| 6M | +12.5% | +1.6% | +10.9% | +12.2% |
| YTD | +12.5% | +18.2% | -5.7% | +9.4% |
| 1Y | +10.1% | +23.9% | -13.8% | +6.4% |
| 3Y | +16.0% | +44.7% | -28.6% | +9.1% |
| All | +16.0% | +47.6% | -31.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling