-23.9%
AMT vs S
-56.8%
+32.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -0.2% | -7.7% | +7.5% | +0.2% |
| 30D | +4.6% | -5.3% | +10.0% | +4.8% |
| 3M | -8.4% | +20.3% | -28.7% | -9.7% |
| 6M | -6.0% | +47.4% | -53.4% | -8.7% |
| YTD | +2.1% | +32.5% | -30.4% | -0.3% |
| 1Y | -6.4% | +9.5% | -15.9% | -7.6% |
| 3Y | +8.1% | +15.5% | -7.5% | +3.2% |
| 5Y | -31.9% | -71.2% | +39.3% | -32.2% |
| All | -23.9% | -56.8% | +32.9% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling