+174.6%
ARM vs AMT
+18.7%
+155.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +4.0% |
| 7D | -15.2% | +0.5% | -15.8% | -15.0% |
| 30D | -40.7% | +13.6% | -54.3% | -38.5% |
| 3M | -39.1% | +11.5% | -50.6% | -37.2% |
| 6M | -26.4% | +6.9% | -33.3% | -24.2% |
| YTD | +59.7% | +10.8% | +48.9% | +66.3% |
| 1Y | +10.3% | +10.3% | 0.0% | +14.8% |
| 3Y | +228.9% | +12.4% | +216.4% | +221.1% |
| All | +174.6% | +18.7% | +155.9% | +159.2% |
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 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