+162.2%
ARM vs AMT
+21.9%
+140.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.6% | -13.2% |
| 7D | -27.1% | +4.4% | -31.5% | -26.2% |
| 30D | -44.9% | +17.7% | -62.6% | -42.4% |
| 3M | -39.3% | +16.7% | -56.0% | -36.6% |
| 6M | -20.2% | +11.1% | -31.3% | -17.1% |
| YTD | +52.5% | +13.9% | +38.6% | +59.9% |
| 1Y | +4.1% | +12.5% | -8.4% | +8.9% |
| 3Y | +211.7% | +13.2% | +198.5% | +209.4% |
| All | +162.2% | +21.9% | +140.2% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling