+124.5%
AMT vs P
+748.5%
-624.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.2% |
| 7D | +0.4% | -9.6% | +10.0% | +0.8% |
| 30D | +3.7% | -33.4% | +37.1% | +5.9% |
| 3M | +10.7% | +14.2% | -3.5% | +9.0% |
| 6M | +9.3% | +31.6% | -22.3% | +5.9% |
| YTD | +10.9% | +53.5% | -42.5% | +5.7% |
| 1Y | +10.5% | +14.2% | -3.6% | +7.3% |
| 3Y | +15.5% | +190.5% | -175.0% | -3.7% |
| 5Y | -20.6% | +256.3% | -276.9% | -37.0% |
| 10Y | +124.5% | +707.9% | -583.3% | +53.8% |
| All | +124.5% | +748.5% | -624.0% | +53.8% |
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