+106.2%
AMT vs NTRS
+259.9%
-153.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +1.1% | +1.4% | -0.2% | +0.8% |
| 30D | +4.4% | -0.7% | +5.0% | +4.5% |
| 3M | -5.2% | +11.3% | -16.5% | -7.8% |
| 6M | -0.8% | +35.5% | -36.4% | -8.6% |
| YTD | +3.3% | +40.6% | -37.3% | -6.1% |
| 1Y | -6.0% | +49.2% | -55.2% | -16.0% |
| 3Y | +9.6% | +167.2% | -157.6% | -18.8% |
| 5Y | -29.2% | +94.9% | -124.2% | -43.9% |
| All | +106.2% | +259.9% | -153.7% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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