+28.1%
BA vs AMT
+116.9%
-88.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -9.5% | +3.7% | -13.2% | -10.7% |
| 3M | -26.5% | +10.7% | -37.2% | -29.4% |
| 6M | -27.4% | +9.3% | -36.6% | -30.4% |
| YTD | -20.6% | +10.9% | -31.6% | -24.6% |
| 1Y | -11.4% | +10.5% | -22.0% | -15.9% |
| 3Y | -10.8% | +15.5% | -26.4% | -21.4% |
| 5Y | -21.9% | -20.6% | -1.3% | -18.9% |
| 10Y | +28.1% | +124.5% | -96.4% | +10.5% |
| All | +28.1% | +116.9% | -88.7% | +10.5% |
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