+417.2%
BA vs AMT
+1,480.8%
-1,063.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.4% |
| 7D | +5.9% | +6.0% | -0.1% | +4.8% |
| 30D | -8.2% | +20.1% | -28.2% | -11.1% |
| 3M | -25.4% | +12.4% | -37.8% | -27.0% |
| 6M | -20.0% | +9.9% | -30.0% | -21.6% |
| YTD | -18.5% | +14.4% | -32.9% | -20.8% |
| 1Y | -10.6% | +12.4% | -23.1% | -12.9% |
| 3Y | -9.3% | +13.7% | -22.9% | -12.9% |
| 5Y | -16.9% | -17.8% | +0.9% | -16.1% |
| 10Y | +37.9% | +123.8% | -85.9% | +19.5% |
| All | +417.2% | +1,480.8% | -1,063.6% | +203.4% |
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