+12.4%
AMT vs RF
+104.8%
-92.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +13.6% | +6.0% | +7.6% | +13.1% |
| 3M | +11.5% | -8.9% | +20.4% | +12.2% |
| 6M | +6.9% | +2.3% | +4.6% | +6.7% |
| YTD | +10.8% | +7.6% | +3.3% | +9.9% |
| 1Y | +10.3% | +21.2% | -10.8% | +8.4% |
| 3Y | +12.4% | +108.5% | -96.1% | -6.3% |
| All | +12.4% | +104.8% | -92.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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