+218.9%
B vs AMT
+1,473.8%
-1,254.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +4.3% | +4.4% | 0.0% | +4.0% |
| 30D | -0.9% | +17.7% | -18.7% | -2.3% |
| 3M | -1.4% | +16.7% | -18.0% | -2.6% |
| 6M | +5.0% | +11.1% | -6.1% | +4.0% |
| YTD | -5.8% | +13.9% | -19.7% | -7.0% |
| 1Y | +25.6% | +12.5% | +13.1% | +24.1% |
| 3Y | +161.6% | +13.2% | +148.5% | +158.0% |
| 5Y | +135.2% | -17.9% | +153.1% | +136.6% |
| 10Y | +170.7% | +122.8% | +47.9% | +154.9% |
| All | +218.9% | +1,473.8% | -1,254.9% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling