+1,431.6%
AMT vs UL
+626.7%
+804.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.7% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +13.6% | +8.2% | +5.4% | +10.2% |
| 3M | +11.5% | +4.5% | +6.9% | +9.5% |
| 6M | +6.9% | +12.6% | -5.6% | +1.9% |
| YTD | +10.8% | +3.5% | +7.3% | +8.8% |
| 1Y | +10.3% | -0.4% | +10.8% | +9.6% |
| 3Y | +12.4% | +36.0% | -23.6% | -1.0% |
| 5Y | -20.1% | +30.9% | -51.0% | -29.9% |
| 10Y | +116.8% | +97.5% | +19.3% | +62.6% |
| All | +1,431.6% | +626.7% | +804.9% | +708.0% |
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