+20.6%
BAC vs AMT
-19.0%
+39.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -7.2% | +4.2% | -11.4% | -8.0% |
| 3M | -20.4% | +13.4% | -33.8% | -22.6% |
| 6M | +1.3% | +9.4% | -8.1% | -1.0% |
| YTD | -6.4% | +11.7% | -18.1% | -9.4% |
| 1Y | -3.5% | +7.1% | -10.6% | -5.7% |
| 3Y | +96.7% | +15.1% | +81.6% | +79.9% |
| 5Y | +20.6% | -17.9% | +38.5% | +17.9% |
| All | +20.6% | -19.0% | +39.5% | +17.9% |
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