+14.9%
AMT vs Z
-20.9%
+35.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | -2.2% | -4.9% | +2.8% | -1.6% |
| 30D | +5.8% | +3.0% | +2.8% | +5.2% |
| 3M | +12.6% | -13.4% | +26.0% | +13.9% |
| 6M | +8.3% | -27.3% | +35.6% | +11.3% |
| YTD | +11.4% | -57.8% | +69.2% | +21.2% |
| 1Y | +7.7% | -60.0% | +67.7% | +17.8% |
| All | +14.9% | -20.9% | +35.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling