-10.6%
BA vs AMT
+13.5%
-24.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -0.1% | +4.4% | -4.4% | -0.3% |
| 30D | -9.1% | +17.7% | -26.9% | -9.8% |
| 3M | -28.2% | +16.7% | -44.9% | -28.7% |
| 6M | -23.1% | +11.1% | -34.3% | -23.6% |
| YTD | -20.6% | +13.9% | -34.4% | -20.9% |
| 1Y | -12.7% | +12.5% | -25.2% | -13.1% |
| All | -10.6% | +13.5% | -24.1% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling