-31.2%
AMT vs VNQ
+5.5%
-36.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -2.7% | -2.6% | -0.1% | -0.1% |
| 30D | +2.0% | -2.3% | +4.4% | +4.5% |
| 3M | -9.3% | -2.8% | -6.5% | -6.7% |
| 6M | -5.2% | +2.5% | -7.7% | -7.5% |
| YTD | +0.5% | +8.4% | -8.0% | -7.1% |
| 1Y | -7.3% | +6.8% | -14.0% | -13.0% |
| 3Y | +6.2% | +29.9% | -23.7% | -19.1% |
| 5Y | -31.2% | +7.2% | -38.4% | -36.6% |
| All | -31.2% | +5.5% | -36.7% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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