+124.5%
AMT vs Z
-11.7%
+136.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.3% |
| 7D | +0.4% | -5.2% | +5.5% | +0.9% |
| 30D | +3.7% | +5.7% | -2.0% | +2.8% |
| 3M | +10.7% | -8.7% | +19.5% | +11.4% |
| 6M | +9.3% | -26.0% | +35.2% | +12.2% |
| YTD | +10.9% | -55.0% | +66.0% | +19.9% |
| 1Y | +10.5% | -58.0% | +68.5% | +20.2% |
| 3Y | +15.5% | -15.2% | +30.7% | +13.5% |
| 5Y | -20.6% | -53.8% | +33.2% | -19.5% |
| 10Y | +124.5% | -14.5% | +139.1% | +103.9% |
| All | +124.5% | -11.7% | +136.2% | +103.9% |
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