+200.5%
B vs AMT
+116.9%
+83.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.3% | +0.4% | +11.0% | +11.3% |
| 30D | +2.9% | +3.7% | -0.8% | +1.9% |
| 3M | -2.9% | +10.7% | -13.6% | -5.5% |
| 6M | -1.2% | +9.3% | -10.5% | -4.0% |
| YTD | -1.3% | +10.9% | -12.3% | -4.9% |
| 1Y | +30.4% | +10.5% | +19.9% | +25.8% |
| 3Y | +195.3% | +15.5% | +179.7% | +179.1% |
| 5Y | +146.2% | -20.6% | +166.8% | +151.7% |
| 10Y | +200.5% | +124.5% | +75.9% | +132.3% |
| All | +200.5% | +116.9% | +83.6% | +132.3% |
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