+203.7%
BAC vs AMT
+1,473.8%
-1,270.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | +4.4% | -7.1% | -3.6% |
| 30D | -8.0% | +17.7% | -25.7% | -11.4% |
| 3M | -20.9% | +16.7% | -37.6% | -23.7% |
| 6M | -5.4% | +11.1% | -16.5% | -8.0% |
| YTD | -8.1% | +13.9% | -22.0% | -11.5% |
| 1Y | -3.1% | +12.5% | -15.6% | -6.5% |
| 3Y | +88.1% | +13.2% | +75.0% | +78.5% |
| 5Y | +19.7% | -17.9% | +37.6% | +20.9% |
| 10Y | +275.9% | +122.8% | +153.1% | +203.4% |
| All | +203.7% | +1,473.8% | -1,270.1% | +66.1% |
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