+138.0%
B vs AMT
-20.2%
+158.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | +9.6% | +0.5% | +9.1% | +9.5% |
| 30D | +3.5% | +13.6% | -10.1% | -0.5% |
| 3M | -1.6% | +11.5% | -13.0% | -4.8% |
| 6M | -1.7% | +6.9% | -8.6% | -4.2% |
| YTD | -5.3% | +10.8% | -16.1% | -9.2% |
| 1Y | +27.2% | +10.3% | +16.9% | +22.1% |
| 3Y | +166.1% | +12.4% | +153.7% | +150.6% |
| All | +138.0% | -20.2% | +158.1% | +143.3% |
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 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