+142.4%
AMT vs P
+652.0%
-509.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | +1.5% | +11.6% | -10.1% | +0.8% |
| 30D | +6.8% | -23.7% | +30.5% | +8.2% |
| 3M | +11.2% | -8.0% | +19.2% | +11.1% |
| 6M | +12.5% | +27.9% | -15.4% | +9.3% |
| YTD | +12.5% | +61.2% | -48.7% | +6.7% |
| 1Y | +10.1% | +28.6% | -18.5% | +5.9% |
| 3Y | +16.0% | +200.5% | -184.4% | -3.7% |
| 5Y | -17.2% | +282.9% | -300.1% | -35.0% |
| All | +142.4% | +652.0% | -509.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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