-39.3%
ARM vs AMT
+12.8%
-52.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.6% | -13.2% |
| 7D | -27.1% | +4.4% | -31.5% | -26.4% |
| 30D | -44.9% | +17.7% | -62.6% | -45.7% |
| 3M | -39.3% | +16.7% | -56.0% | -39.2% |
| All | -39.3% | +12.8% | -52.0% | -39.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling