+106.2%
COST vs AMT
-31.2%
+137.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -4.0% | +1.8% | -5.8% | -4.4% |
| 3M | -6.5% | -6.2% | -0.3% | -5.3% |
| 6M | -8.5% | -5.0% | -3.5% | -7.8% |
| YTD | +6.0% | +2.1% | +4.0% | +5.0% |
| 1Y | -5.8% | -5.7% | -0.1% | -5.1% |
| 3Y | +71.8% | +7.9% | +63.9% | +62.4% |
| 5Y | +106.2% | -32.3% | +138.6% | +127.9% |
| All | +106.2% | -31.2% | +137.4% | +127.9% |
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