+167.3%
AMT vs RACE
+670.3%
-503.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +4.4% | +5.7% | -1.3% | +2.7% |
| 30D | +17.7% | +9.3% | +8.4% | +14.8% |
| 3M | +16.7% | +3.8% | +12.8% | +15.3% |
| 6M | +11.1% | +29.8% | -18.7% | +2.4% |
| YTD | +13.9% | +15.6% | -1.7% | +8.0% |
| 1Y | +12.5% | +5.1% | +7.4% | +9.6% |
| 3Y | +13.2% | +30.8% | -17.6% | -1.2% |
| 5Y | -17.9% | +67.4% | -85.3% | -35.3% |
| 10Y | +122.8% | +793.6% | -670.8% | +12.0% |
| All | +167.3% | +670.3% | -503.0% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling