-31.3%
AMT vs USFR
+20.4%
-51.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +4.6% | +0.3% | +4.3% | +4.1% |
| 3M | -8.4% | +1.0% | -9.4% | -10.1% |
| 6M | -6.0% | +1.9% | -8.0% | -9.2% |
| YTD | +2.1% | +2.6% | -0.5% | -2.4% |
| 1Y | -6.4% | +4.0% | -10.4% | -12.3% |
| 3Y | +8.1% | +14.1% | -6.0% | -1.5% |
| All | -31.3% | +20.4% | -51.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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