-6.4%
AMT vs S
+10.1%
-16.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -0.2% | -7.7% | +7.5% | -0.1% |
| 30D | +4.6% | -5.3% | +10.0% | +4.7% |
| 3M | -8.4% | +20.3% | -28.7% | -9.1% |
| 6M | -6.0% | +47.4% | -53.4% | -7.1% |
| YTD | +2.1% | +32.5% | -30.4% | +0.9% |
| 1Y | -6.4% | +9.5% | -15.9% | -7.2% |
| All | -6.4% | +10.1% | -16.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling