-20.3%
AMT vs P
+247.4%
-267.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.7% |
| 7D | +0.5% | -23.8% | +24.3% | +0.6% |
| 30D | +13.6% | -36.6% | +50.2% | +13.9% |
| 3M | +11.5% | +10.9% | +0.6% | +11.2% |
| 6M | +6.9% | +30.0% | -23.1% | +6.3% |
| YTD | +10.8% | +44.4% | -33.6% | +9.6% |
| 1Y | +10.3% | +3.9% | +6.4% | +10.1% |
| 3Y | +12.4% | +176.6% | -164.2% | -2.9% |
| All | -20.3% | +247.4% | -267.7% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling