+124.5%
AMT vs RACE
+738.3%
-613.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.4% | +3.9% | -3.6% | -0.7% |
| 30D | +3.7% | +7.4% | -3.7% | +1.5% |
| 3M | +10.7% | +1.6% | +9.1% | +10.1% |
| 6M | +9.3% | +23.3% | -14.1% | +1.9% |
| YTD | +10.9% | +14.7% | -3.7% | +5.3% |
| 1Y | +10.5% | +2.5% | +8.0% | +8.4% |
| 3Y | +15.5% | +28.0% | -12.4% | +0.7% |
| 5Y | -20.6% | +69.8% | -90.4% | -38.9% |
| 10Y | +124.5% | +734.9% | -610.3% | +11.9% |
| All | +124.5% | +738.3% | -613.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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