+1,473.8%
AMT vs RF
+130.7%
+1,343.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +4.4% | -1.6% | +6.0% | +4.7% |
| 30D | +17.7% | +5.0% | +12.7% | +16.6% |
| 3M | +16.7% | -10.0% | +26.7% | +19.0% |
| 6M | +11.1% | +3.3% | +7.8% | +10.3% |
| YTD | +13.9% | +7.9% | +5.9% | +11.6% |
| 1Y | +12.5% | +21.2% | -8.7% | +7.7% |
| 3Y | +13.2% | +105.8% | -92.6% | -4.4% |
| 5Y | -17.9% | +43.7% | -61.6% | -26.6% |
| 10Y | +122.8% | +289.4% | -166.6% | +50.4% |
| All | +1,473.8% | +130.7% | +1,343.0% | +902.3% |
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 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