+520.2%
BA vs AMT
+1,311.4%
-791.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | +4.6% | -16.3% | -12.4% |
| 3M | -2.4% | -8.4% | +6.1% | -1.1% |
| 6M | -6.6% | -6.0% | -0.6% | -5.9% |
| YTD | -2.2% | +2.1% | -4.4% | -3.0% |
| 1Y | -8.0% | -6.4% | -1.6% | -7.5% |
| 3Y | -5.0% | +8.1% | -13.0% | -8.1% |
| 5Y | -2.7% | -31.9% | +29.2% | +1.5% |
| 10Y | +75.9% | +97.1% | -21.2% | +55.8% |
| All | +520.2% | +1,311.4% | -791.1% | +271.4% |
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