+404.1%
BA vs AMT
+1,473.8%
-1,069.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -0.1% | +4.4% | -4.4% | -0.8% |
| 30D | -9.1% | +17.7% | -26.9% | -11.7% |
| 3M | -28.2% | +16.7% | -44.9% | -30.2% |
| 6M | -23.1% | +11.1% | -34.3% | -24.8% |
| YTD | -20.6% | +13.9% | -34.4% | -22.7% |
| 1Y | -12.7% | +12.5% | -25.2% | -14.9% |
| 3Y | -11.6% | +13.2% | -24.7% | -15.1% |
| 5Y | -23.1% | -17.9% | -5.3% | -22.4% |
| 10Y | +34.4% | +122.8% | -88.4% | +16.5% |
| All | +404.1% | +1,473.8% | -1,069.7% | +196.0% |
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