+223.5%
C vs AMT
+113.8%
+109.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -6.0% | +13.6% | -19.6% | -9.5% |
| 3M | -10.5% | +11.5% | -22.0% | -13.5% |
| 6M | -5.7% | +6.9% | -12.6% | -8.3% |
| YTD | +4.1% | +10.8% | -6.7% | -0.6% |
| 1Y | +20.5% | +10.3% | +10.2% | +15.1% |
| 3Y | +208.1% | +12.4% | +195.7% | +179.0% |
| 5Y | +110.4% | -20.1% | +130.5% | +114.7% |
| All | +223.5% | +113.8% | +109.8% | +224.2% |
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