+9.6%
AMT vs NTRS
+168.2%
-158.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.7% |
| 7D | +1.1% | +1.4% | -0.2% | +1.0% |
| 30D | +4.4% | -0.7% | +5.0% | +4.4% |
| 3M | -5.2% | +11.3% | -16.5% | -6.3% |
| 6M | -0.8% | +35.5% | -36.4% | -4.4% |
| YTD | +3.3% | +40.6% | -37.3% | -1.3% |
| 1Y | -6.0% | +49.2% | -55.2% | -11.2% |
| 3Y | +9.6% | +167.2% | -157.6% | -20.4% |
| All | +9.6% | +168.2% | -158.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling