+160.2%
AMT vs RUN
-25.4%
+185.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.4% | +18.1% | -17.7% | -0.9% |
| 30D | +3.7% | +27.5% | -23.8% | +1.8% |
| 3M | +10.7% | -4.5% | +15.2% | +10.7% |
| 6M | +9.3% | -33.3% | +42.6% | +11.5% |
| YTD | +10.9% | -47.1% | +58.0% | +13.5% |
| 1Y | +10.5% | -43.1% | +53.7% | +12.3% |
| 3Y | +15.5% | -3.0% | +18.5% | +2.8% |
| 5Y | -20.6% | -82.6% | +62.0% | -22.8% |
| 10Y | +124.5% | +103.3% | +21.2% | +80.0% |
| All | +160.2% | -25.4% | +185.6% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling