+142.7%
AMT vs Z
+25.1%
+117.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.1% |
| 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% | -3.5% |
| YTD | +2.1% | -49.3% | +51.4% | +9.4% |
| 1Y | -6.4% | -58.7% | +52.3% | +2.4% |
| 3Y | +8.1% | -34.1% | +42.2% | +9.5% |
| 5Y | -31.9% | -64.5% | +32.6% | -29.4% |
| 10Y | +97.1% | -0.5% | +97.6% | +70.0% |
| All | +142.7% | +25.1% | +117.6% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling