+140.1%
AMT vs P
+666.7%
-526.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.4% |
| 7D | -2.2% | +17.8% | -20.0% | -3.1% |
| 30D | +5.8% | -29.9% | +35.6% | +7.7% |
| 3M | +12.6% | -1.2% | +13.7% | +11.9% |
| 6M | +8.3% | +32.1% | -23.8% | +5.1% |
| YTD | +11.4% | +64.3% | -52.9% | +5.6% |
| 1Y | +7.7% | +24.3% | -16.6% | +3.9% |
| 3Y | +14.8% | +203.2% | -188.4% | -4.7% |
| 5Y | -18.0% | +290.4% | -308.4% | -35.7% |
| All | +140.1% | +666.7% | -526.6% | +69.9% |
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