+35.8%
ARM vs AMT
+9.0%
+26.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.2% |
| 7D | +9.1% | +1.5% | +7.6% | +9.8% |
| 30D | -19.9% | +6.8% | -26.8% | -17.6% |
| 3M | -31.6% | +11.2% | -42.8% | -28.7% |
| 6M | -13.9% | +12.5% | -26.3% | -9.3% |
| YTD | +74.3% | +12.5% | +61.8% | +85.7% |
| 1Y | +35.8% | +10.1% | +25.7% | +44.6% |
| All | +35.8% | +9.0% | +26.8% | +44.6% |
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