+201.6%
BAC vs AMT
+1,431.6%
-1,230.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -21.2% | +11.5% | -32.6% | -23.2% |
| 6M | -6.8% | +6.9% | -13.8% | -8.7% |
| YTD | -8.7% | +10.8% | -19.5% | -11.6% |
| 1Y | -5.3% | +10.3% | -15.6% | -8.2% |
| 3Y | +87.4% | +12.4% | +75.0% | +78.1% |
| 5Y | +18.9% | -20.1% | +39.0% | +20.7% |
| 10Y | +273.3% | +116.8% | +156.5% | +203.1% |
| All | +201.6% | +1,431.6% | -1,230.0% | +65.9% |
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 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