+1,311.4%
AMT vs UL
+606.9%
+704.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | +4.6% | +0.5% | +4.1% | +4.4% |
| 3M | -8.4% | +17.6% | -26.1% | -14.2% |
| 6M | -6.0% | -5.4% | -0.7% | -4.5% |
| YTD | +2.1% | +0.7% | +1.4% | +1.3% |
| 1Y | -6.4% | -9.3% | +2.9% | -3.6% |
| 3Y | +8.1% | +24.5% | -16.5% | -1.7% |
| 5Y | -31.9% | +23.2% | -55.1% | -38.8% |
| 10Y | +97.1% | +64.5% | +32.6% | +57.7% |
| All | +1,311.4% | +606.9% | +704.5% | +652.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling