+18.0%
BAC vs AMT
-20.2%
+38.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -7.7% | +13.6% | -21.3% | -10.2% |
| 3M | -21.2% | +11.5% | -32.6% | -23.0% |
| 6M | -6.8% | +6.9% | -13.8% | -8.5% |
| YTD | -8.7% | +10.8% | -19.5% | -11.5% |
| 1Y | -5.3% | +10.3% | -15.6% | -8.1% |
| 3Y | +87.4% | +12.4% | +75.0% | +72.8% |
| All | +18.0% | -20.2% | +38.2% | +16.5% |
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