+146.6%
AMT vs P
+485.4%
-338.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -0.2% | +6.5% | -6.8% | -0.6% |
| 30D | +4.6% | +18.8% | -14.2% | +3.3% |
| 3M | -8.4% | +26.7% | -35.2% | -10.3% |
| 6M | -6.0% | +62.2% | -68.2% | -10.0% |
| YTD | +2.1% | +48.5% | -46.4% | -2.0% |
| 1Y | -6.4% | +26.4% | -32.8% | -9.7% |
| 3Y | +8.1% | +159.4% | -151.4% | -7.4% |
| 5Y | -31.9% | +275.8% | -307.7% | -45.4% |
| 10Y | +97.1% | +732.0% | -634.9% | +39.1% |
| All | +146.6% | +485.4% | -338.7% | +73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling