-31.3%
AMT vs RACE
+93.6%
-124.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | +4.6% | +0.8% | +3.9% | +4.4% |
| 3M | -8.4% | +17.2% | -25.6% | -12.5% |
| 6M | -6.0% | +13.6% | -19.6% | -9.7% |
| YTD | +2.1% | +12.2% | -10.1% | -1.8% |
| 1Y | -6.4% | -16.3% | +9.9% | -3.1% |
| 3Y | +8.1% | +36.4% | -28.4% | -10.6% |
| All | -31.3% | +93.6% | -124.9% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling