+95.0%
AMT vs Z
-7.0%
+102.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.7% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | +1.8% | -3.7% | +5.6% | +2.2% |
| 3M | -6.2% | -7.0% | +0.8% | -5.7% |
| 6M | -5.0% | -29.5% | +24.5% | -1.7% |
| YTD | +2.1% | -52.6% | +54.6% | +10.0% |
| 1Y | -5.7% | -64.0% | +58.3% | +4.6% |
| 3Y | +7.9% | -36.4% | +44.4% | +9.7% |
| 5Y | -32.3% | -65.8% | +33.4% | -29.7% |
| 10Y | +95.0% | -5.8% | +100.8% | +74.5% |
| All | +95.0% | -7.0% | +102.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling