+26.6%
BE vs AMT
+9.8%
+16.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +1.2% |
| 7D | -14.7% | +0.5% | -15.3% | -14.1% |
| 30D | -40.5% | +13.6% | -54.1% | -34.1% |
| 3M | -24.3% | +11.5% | -35.8% | -17.8% |
| 6M | -39.3% | +6.9% | -46.2% | -32.6% |
| YTD | +99.4% | +10.8% | +88.6% | +117.9% |
| 1Y | +26.6% | +10.3% | +16.3% | +39.7% |
| All | +26.6% | +9.8% | +16.7% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling