+23.1%
C vs AMT
+7.3%
+15.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.7% | -2.2% | +6.9% | +4.6% |
| 30D | +0.2% | +5.8% | -5.6% | +0.5% |
| 3M | -9.3% | +12.6% | -21.9% | -8.6% |
| 6M | -0.8% | +8.3% | -9.1% | +0.1% |
| YTD | +8.5% | +11.4% | -2.9% | +10.0% |
| 1Y | +23.1% | +7.7% | +15.4% | +26.7% |
| All | +23.1% | +7.3% | +15.7% | +26.7% |
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