+55.8%
AMT vs NTR
+103.6%
-47.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.2% | +3.8% | -4.0% | -0.8% |
| 30D | +1.8% | +25.2% | -23.4% | -2.2% |
| 3M | -6.2% | +21.0% | -27.2% | -9.4% |
| 6M | -5.0% | +7.6% | -12.6% | -6.8% |
| YTD | +2.1% | +32.9% | -30.8% | -4.0% |
| 1Y | -5.7% | +43.1% | -48.8% | -12.8% |
| 3Y | +7.9% | +41.6% | -33.7% | -1.2% |
| 5Y | -32.3% | +54.8% | -87.1% | -41.8% |
| All | +55.8% | +103.6% | -47.7% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling