-32.3%
AMT vs UL
+22.5%
-54.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | +1.8% | +0.9% | +0.9% | +1.5% |
| 3M | -6.2% | +14.2% | -20.4% | -10.8% |
| 6M | -5.0% | -3.2% | -1.8% | -4.3% |
| YTD | +2.1% | -0.3% | +2.4% | +1.8% |
| 1Y | -5.7% | -8.8% | +3.0% | -3.0% |
| 3Y | +7.9% | +23.9% | -15.9% | +0.7% |
| 5Y | -32.3% | +21.4% | -53.7% | -38.9% |
| All | -32.3% | +22.5% | -54.8% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling