+1,076.1%
BE vs AMT
-31.6%
+1,107.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.4% | +7.7% |
| 7D | +20.0% | -0.2% | +20.2% | +20.1% |
| 30D | +7.9% | +4.6% | +3.3% | +6.2% |
| 3M | -13.2% | -8.4% | -4.8% | -11.2% |
| 6M | +53.5% | -6.0% | +59.5% | +54.1% |
| YTD | +191.0% | +2.1% | +188.9% | +174.5% |
| 1Y | +360.5% | -6.4% | +366.9% | +356.6% |
| 3Y | +1,568.0% | +8.1% | +1,560.0% | +1,254.4% |
| All | +1,076.1% | -31.6% | +1,107.7% | +1,184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling