+228.0%
AMT vs USFR
+28.6%
+199.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | +13.8% | +1.1% | +12.7% | +13.7% |
| 6M | +10.0% | +2.1% | +8.0% | +9.8% |
| YTD | +11.8% | +3.4% | +8.3% | +11.4% |
| 1Y | +10.2% | +4.1% | +6.1% | +9.9% |
| 3Y | +15.1% | +14.4% | +0.7% | +14.2% |
| 5Y | -18.8% | +21.4% | -40.2% | -19.6% |
| 10Y | +133.7% | +28.5% | +105.2% | +131.4% |
| All | +228.0% | +28.6% | +199.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling