+51.9%
DOW vs AMT
+13.5%
+38.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.3% | -3.3% |
| 7D | -4.2% | +6.0% | -10.2% | -4.3% |
| 30D | +14.7% | +20.1% | -5.4% | +14.3% |
| 3M | +9.1% | +12.4% | -3.3% | +8.9% |
| 6M | -17.7% | +9.9% | -27.6% | -18.0% |
| YTD | +44.6% | +14.4% | +30.2% | +41.7% |
| 1Y | +51.9% | +12.4% | +39.5% | +50.7% |
| All | +51.9% | +13.5% | +38.4% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling