-20.6%
BA vs AMT
-19.6%
-1.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | -8.9% | +4.5% | -13.4% | -9.8% |
| 3M | -25.5% | +13.8% | -39.3% | -27.8% |
| 6M | -27.0% | +10.0% | -37.0% | -28.9% |
| YTD | -20.1% | +11.8% | -31.9% | -22.7% |
| 1Y | -11.0% | +10.2% | -21.2% | -13.5% |
| 3Y | -11.8% | +15.1% | -27.0% | -20.2% |
| 5Y | -20.6% | -18.8% | -1.8% | -20.9% |
| All | -20.6% | -19.6% | -1.0% | -20.9% |
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