+6,468.8%
COST vs AMT
+1,444.4%
+5,024.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +4.6% | +1.6% | +3.0% | +4.3% |
| 30D | +12.8% | +4.5% | +8.3% | +12.0% |
| 3M | +12.1% | +13.8% | -1.7% | +9.8% |
| 6M | +6.0% | +10.0% | -4.0% | +4.2% |
| YTD | +24.4% | +11.8% | +12.6% | +21.8% |
| 1Y | +17.1% | +10.2% | +6.9% | +14.9% |
| 3Y | +92.2% | +15.1% | +77.0% | +85.6% |
| 5Y | +122.5% | -18.8% | +141.3% | +124.9% |
| 10Y | +758.9% | +133.7% | +625.2% | +645.9% |
| All | +6,468.8% | +1,444.4% | +5,024.3% | +4,296.4% |
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