+112.4%
C vs AMT
-20.6%
+133.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -5.4% | +3.7% | -9.1% | -6.0% |
| 3M | -9.2% | +10.7% | -19.9% | -10.7% |
| 6M | -1.8% | +9.3% | -11.1% | -3.5% |
| YTD | +6.7% | +10.9% | -4.3% | +4.0% |
| 1Y | +23.5% | +10.5% | +13.0% | +20.5% |
| 3Y | +219.8% | +15.5% | +204.2% | +191.4% |
| 5Y | +112.4% | -20.6% | +133.0% | +109.7% |
| All | +112.4% | -20.6% | +133.0% | +109.7% |
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 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