+199.6%
ARM vs AMT
+20.5%
+179.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.4% |
| 7D | +9.1% | +1.5% | +7.6% | +9.6% |
| 30D | -19.9% | +6.8% | -26.8% | -18.3% |
| 3M | -31.6% | +11.2% | -42.8% | -29.5% |
| 6M | -13.9% | +12.5% | -26.3% | -10.4% |
| YTD | +74.3% | +12.5% | +61.8% | +82.2% |
| 1Y | +35.8% | +10.1% | +25.7% | +41.4% |
| 3Y | +268.6% | +16.0% | +252.6% | +258.7% |
| All | +199.6% | +20.5% | +179.2% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling