+105.4%
AMT vs RUN
+43.6%
+61.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +1.5% | -1.8% | +3.2% | +1.6% |
| 30D | +3.7% | -10.8% | +14.6% | +4.6% |
| 3M | -7.2% | -30.2% | +23.0% | -5.1% |
| 6M | -4.2% | -22.3% | +18.2% | -3.4% |
| YTD | +1.9% | -52.2% | +54.1% | +5.6% |
| 1Y | -6.4% | -45.1% | +38.7% | -4.8% |
| 3Y | +7.7% | -37.1% | +44.8% | -2.0% |
| 5Y | -30.9% | -80.3% | +49.4% | -33.5% |
| 10Y | +105.4% | +45.2% | +60.2% | +48.6% |
| All | +105.4% | +43.6% | +61.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling