+1,538.1%
AMT vs VNQ
+392.1%
+1,146.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +1.8% | -2.5% | +4.4% | +3.4% |
| 3M | -6.2% | +1.4% | -7.6% | -6.9% |
| 6M | -5.0% | +4.6% | -9.5% | -7.3% |
| YTD | +2.1% | +10.5% | -8.5% | -3.5% |
| 1Y | -5.7% | +8.4% | -14.1% | -9.8% |
| 3Y | +7.9% | +32.4% | -24.5% | -7.6% |
| 5Y | -32.3% | +5.5% | -37.8% | -33.5% |
| 10Y | +95.0% | +59.1% | +35.9% | +54.8% |
| All | +1,538.1% | +392.1% | +1,146.0% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling