-5.7%
AMT vs Z
-63.3%
+57.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.4% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | +1.8% | -3.7% | +5.6% | +2.1% |
| 3M | -6.2% | -7.0% | +0.8% | -6.2% |
| 6M | -5.0% | -29.5% | +24.5% | -4.5% |
| YTD | +2.1% | -52.6% | +54.6% | +5.3% |
| 1Y | -5.7% | -64.0% | +58.3% | -0.7% |
| All | -5.7% | -63.3% | +57.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling