-10.1%
ARM vs AMT
+3.1%
-13.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.3% |
| 7D | +5.5% | -0.2% | +5.7% | +5.1% |
| 30D | -8.2% | +4.6% | -12.8% | -10.3% |
| All | -10.1% | +3.1% | -13.3% | -10.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling