+142.4%
AMT vs UL
+109.3%
+33.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +6.8% | +4.5% | +2.3% | +4.7% |
| 3M | +11.2% | +6.5% | +4.7% | +8.0% |
| 6M | +12.5% | +18.2% | -5.7% | +3.8% |
| YTD | +12.5% | +4.7% | +7.8% | +9.4% |
| 1Y | +10.1% | +0.8% | +9.3% | +8.6% |
| 3Y | +16.0% | +35.9% | -19.9% | -0.5% |
| 5Y | -17.2% | +33.4% | -50.6% | -30.1% |
| All | +142.4% | +109.3% | +33.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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