+163.4%
AMT vs Z
+6.9%
+156.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.4% |
| 7D | +0.5% | -4.6% | +5.1% | +1.0% |
| 30D | +13.6% | +8.3% | +5.3% | +12.3% |
| 3M | +11.5% | -11.6% | +23.1% | +12.6% |
| 6M | +6.9% | -33.6% | +40.6% | +11.3% |
| YTD | +10.8% | -56.7% | +67.5% | +20.4% |
| 1Y | +10.3% | -59.1% | +69.4% | +20.5% |
| 3Y | +12.4% | -20.4% | +32.8% | +11.1% |
| 5Y | -20.1% | -55.3% | +35.2% | -18.5% |
| 10Y | +116.8% | -14.2% | +131.1% | +89.7% |
| All | +163.4% | +6.9% | +156.5% | +117.5% |
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