-15.2%
C vs AMT
+1,473.8%
-1,489.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -5.3% | +4.4% | -9.7% | -6.4% |
| 30D | -7.3% | +17.7% | -25.1% | -11.5% |
| 3M | -13.5% | +16.7% | -30.1% | -17.3% |
| 6M | -6.5% | +11.1% | -17.6% | -9.9% |
| YTD | +3.6% | +13.9% | -10.3% | -1.4% |
| 1Y | +18.9% | +12.5% | +6.4% | +13.4% |
| 3Y | +205.0% | +13.2% | +191.8% | +183.4% |
| 5Y | +109.4% | -17.9% | +127.2% | +110.2% |
| 10Y | +232.9% | +122.8% | +110.1% | +151.3% |
| All | -15.2% | +1,473.8% | -1,489.0% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling