+86.1%
ARM vs AMT
-7.7%
+93.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +3.5% |
| 7D | +5.5% | -0.2% | +5.7% | +5.3% |
| 30D | -8.2% | +4.6% | -12.8% | -6.6% |
| 3M | -35.9% | -8.4% | -27.5% | -36.1% |
| 6M | +103.1% | -6.0% | +109.1% | +102.6% |
| YTD | +130.6% | +2.1% | +128.5% | +136.7% |
| 1Y | +86.1% | -6.4% | +92.5% | +93.2% |
| All | +86.1% | -7.7% | +93.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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