+1,616.9%
BE vs AMT
+10.5%
+1,606.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +2.8% |
| 7D | -14.7% | +0.5% | -15.3% | -14.6% |
| 30D | -40.5% | +13.6% | -54.1% | -39.1% |
| 3M | -24.3% | +11.5% | -35.8% | -22.8% |
| 6M | -39.3% | +6.9% | -46.2% | -37.7% |
| YTD | +99.4% | +10.8% | +88.6% | +102.1% |
| 1Y | +26.6% | +10.3% | +16.3% | +28.7% |
| 3Y | +1,616.9% | +12.4% | +1,604.5% | +1,373.6% |
| All | +1,616.9% | +10.5% | +1,606.5% | +1,373.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling