+6,601.1%
COST vs AMT
+1,443.4%
+5,157.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +3.9% | -2.4% | +6.3% | +4.3% |
| 30D | +13.5% | +4.2% | +9.3% | +12.8% |
| 3M | +15.3% | +13.4% | +1.9% | +13.1% |
| 6M | +9.2% | +9.4% | -0.2% | +7.4% |
| YTD | +26.9% | +11.7% | +15.2% | +24.3% |
| 1Y | +19.7% | +7.1% | +12.6% | +17.9% |
| 3Y | +96.0% | +15.1% | +81.0% | +89.4% |
| 5Y | +124.0% | -17.9% | +141.9% | +126.1% |
| 10Y | +760.6% | +133.5% | +627.1% | +647.4% |
| All | +6,601.1% | +1,443.4% | +5,157.7% | +4,385.3% |
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