-17.9%
AMT vs RF
+42.4%
-60.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +4.4% | -1.6% | +6.0% | +4.7% |
| 30D | +17.7% | +5.0% | +12.7% | +16.7% |
| 3M | +16.7% | -10.0% | +26.7% | +18.8% |
| 6M | +11.1% | +3.3% | +7.8% | +10.3% |
| YTD | +13.9% | +7.9% | +5.9% | +11.7% |
| 1Y | +12.5% | +21.2% | -8.7% | +7.9% |
| 3Y | +13.2% | +105.8% | -92.6% | -7.5% |
| 5Y | -17.9% | +43.7% | -61.6% | -27.4% |
| All | -17.9% | +42.4% | -60.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling