-20.3%
AMT vs RF
+42.5%
-62.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +13.6% | +6.0% | +7.6% | +12.4% |
| 3M | +11.5% | -8.9% | +20.4% | +13.3% |
| 6M | +6.9% | +2.3% | +4.6% | +6.3% |
| YTD | +10.8% | +7.6% | +3.3% | +8.8% |
| 1Y | +10.3% | +21.2% | -10.8% | +5.8% |
| 3Y | +12.4% | +108.5% | -96.1% | -8.5% |
| All | -20.3% | +42.5% | -62.9% | -29.1% |
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