+675.5%
BE vs AMT
+67.5%
+608.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -30.9% | +3.7% | -34.6% | -32.5% |
| 3M | -11.6% | +10.7% | -22.3% | -16.1% |
| 6M | -25.7% | +9.3% | -35.0% | -31.0% |
| YTD | +123.1% | +10.9% | +112.2% | +100.9% |
| 1Y | +43.4% | +10.5% | +32.9% | +29.6% |
| 3Y | +1,683.6% | +15.5% | +1,668.1% | +1,367.4% |
| 5Y | +465.4% | -20.6% | +486.0% | +486.9% |
| All | +675.5% | +67.5% | +608.0% | +699.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling