-31.3%
AMT vs Z
-64.8%
+33.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | +4.6% | -4.2% | +8.8% | +5.0% |
| 3M | -8.4% | -3.7% | -4.7% | -8.3% |
| 6M | -6.0% | -24.5% | +18.5% | -3.2% |
| YTD | +2.1% | -49.3% | +51.4% | +10.4% |
| 1Y | -6.4% | -58.7% | +52.3% | +3.8% |
| 3Y | +8.1% | -34.1% | +42.2% | +9.1% |
| All | -31.3% | -64.8% | +33.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling