+1,311.4%
AMT vs RF
+147.1%
+1,164.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +4.6% | -3.6% | +8.2% | +5.3% |
| 3M | -8.4% | +8.1% | -16.5% | -9.9% |
| 6M | -6.0% | +11.5% | -17.5% | -8.2% |
| YTD | +2.1% | +15.6% | -13.4% | -1.2% |
| 1Y | -6.4% | +15.7% | -22.1% | -9.6% |
| 3Y | +8.1% | +86.9% | -78.8% | -7.0% |
| 5Y | -31.9% | +89.8% | -121.7% | -42.6% |
| 10Y | +97.1% | +344.7% | -247.6% | +29.5% |
| All | +1,311.4% | +147.1% | +1,164.3% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling