+1,308.0%
AMT vs NTRS
+788.8%
+519.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | +3.7% | -1.2% | +5.0% | +4.2% |
| 3M | -7.2% | +8.8% | -16.0% | -10.7% |
| 6M | -4.2% | +34.7% | -38.8% | -15.7% |
| YTD | +1.9% | +37.2% | -35.4% | -11.6% |
| 1Y | -6.4% | +46.3% | -52.7% | -21.1% |
| 3Y | +7.7% | +163.2% | -155.5% | -30.9% |
| 5Y | -30.9% | +86.9% | -117.8% | -50.5% |
| 10Y | +105.4% | +250.9% | -145.5% | +1.1% |
| All | +1,308.0% | +788.8% | +519.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling