+12.4%
AMT vs S
+34.5%
-22.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.7% |
| 7D | +0.5% | -13.4% | +14.0% | +0.6% |
| 30D | +13.6% | -14.0% | +27.6% | +13.7% |
| 3M | +11.5% | +4.9% | +6.6% | +11.6% |
| 6M | +6.9% | +42.0% | -35.1% | +7.0% |
| YTD | +10.8% | +45.1% | -34.3% | +10.9% |
| 1Y | +10.3% | +33.1% | -22.7% | +10.3% |
| 3Y | +12.4% | +40.6% | -28.2% | +2.9% |
| All | +12.4% | +34.5% | -22.1% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling