+609.0%
COST vs AMT
+96.3%
+512.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | +1.5% | -4.2% | -3.2% |
| 30D | -5.3% | +3.7% | -9.0% | -6.2% |
| 3M | -6.7% | -7.2% | +0.5% | -4.9% |
| 6M | -9.9% | -4.2% | -5.8% | -9.3% |
| YTD | +5.1% | +1.9% | +3.2% | +3.9% |
| 1Y | -7.3% | -6.4% | -0.9% | -6.4% |
| 3Y | +70.4% | +7.7% | +62.7% | +60.5% |
| 5Y | +104.4% | -30.9% | +135.3% | +120.6% |
| 10Y | +609.0% | +105.4% | +503.6% | +514.0% |
| All | +609.0% | +96.3% | +512.7% | +514.0% |
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