-32.3%
AMT vs VEU
+56.3%
-88.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.2% | +1.7% | -1.8% | -1.0% |
| 30D | +1.8% | +1.0% | +0.9% | +1.3% |
| 3M | -6.2% | +5.6% | -11.8% | -9.3% |
| 6M | -5.0% | +13.7% | -18.7% | -12.4% |
| YTD | +2.1% | +17.7% | -15.7% | -8.2% |
| 1Y | -5.7% | +25.8% | -31.5% | -18.8% |
| 3Y | +7.9% | +77.1% | -69.2% | -28.2% |
| 5Y | -32.3% | +57.1% | -89.5% | -54.1% |
| All | -32.3% | +56.3% | -88.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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