+105.4%
AMT vs UL
+65.2%
+40.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | +1.5% | -3.2% | +4.7% | +2.9% |
| 30D | +3.7% | -0.6% | +4.3% | +4.0% |
| 3M | -7.2% | +9.4% | -16.6% | -11.3% |
| 6M | -4.2% | -4.1% | 0.0% | -2.9% |
| YTD | +1.9% | -2.0% | +3.9% | +2.1% |
| 1Y | -6.4% | -9.0% | +2.6% | -3.2% |
| 3Y | +7.7% | +21.8% | -14.1% | -3.0% |
| 5Y | -30.9% | +20.6% | -51.5% | -38.8% |
| 10Y | +105.4% | +67.7% | +37.7% | +67.4% |
| All | +105.4% | +65.2% | +40.2% | +67.4% |
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