+142.4%
AMT vs RUN
+68.6%
+73.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +1.5% | -13.5% | +15.0% | +2.5% |
| 30D | +6.8% | +18.3% | -11.5% | +5.2% |
| 3M | +11.2% | -12.5% | +23.7% | +11.8% |
| 6M | +12.5% | -40.3% | +52.8% | +15.8% |
| YTD | +12.5% | -53.1% | +65.6% | +16.3% |
| 1Y | +10.1% | -54.3% | +64.4% | +13.9% |
| 3Y | +16.0% | -6.5% | +22.5% | +1.5% |
| 5Y | -17.2% | -85.3% | +68.1% | -18.5% |
| All | +142.4% | +68.6% | +73.9% | +85.6% |
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