+167.7%
AMT vs P
+469.1%
-301.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -2.9% |
| 7D | +0.5% | -23.8% | +24.3% | +2.0% |
| 30D | +13.6% | -36.6% | +50.2% | +16.4% |
| 3M | +11.5% | +10.9% | +0.6% | +9.9% |
| 6M | +6.9% | +30.0% | -23.1% | +3.6% |
| YTD | +10.8% | +44.4% | -33.6% | +6.0% |
| 1Y | +10.3% | +3.9% | +6.4% | +7.8% |
| 3Y | +12.4% | +176.6% | -164.2% | -5.1% |
| 5Y | -20.1% | +249.3% | -269.3% | -35.7% |
| 10Y | +116.8% | +726.9% | -610.1% | +52.6% |
| All | +167.7% | +469.1% | -301.5% | +87.0% |
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