+4.1%
AMT vs Q
+74.5%
-70.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.4% |
| 7D | -2.2% | +11.5% | -13.7% | -1.7% |
| 30D | +5.8% | -0.2% | +5.9% | +6.0% |
| 3M | +12.6% | -13.6% | +26.2% | +12.4% |
| 6M | +8.3% | -27.0% | +35.3% | +8.5% |
| YTD | +11.4% | +50.5% | -39.1% | +4.8% |
| 1Y | +7.7% | +33.8% | -26.0% | +3.1% |
| All | +4.1% | +74.5% | -70.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling