+157.6%
B vs AMT
-31.6%
+189.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | +4.6% | +4.8% | +8.1% |
| 3M | +5.0% | -8.4% | +13.4% | +7.4% |
| 6M | -3.5% | -6.0% | +2.5% | -2.2% |
| YTD | +4.5% | +2.1% | +2.3% | +2.8% |
| 1Y | +67.8% | -6.4% | +74.2% | +69.6% |
| 3Y | +196.7% | +8.1% | +188.6% | +182.7% |
| All | +157.6% | -31.6% | +189.2% | +162.7% |
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