+29.2%
DOW vs AMT
-7.7%
+36.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -3.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +0.4% | +4.6% | -4.3% | 0.0% |
| 3M | -14.4% | -8.4% | -5.9% | -15.1% |
| 6M | -7.0% | -6.0% | -0.9% | -5.7% |
| YTD | +30.2% | +2.1% | +28.1% | +28.1% |
| 1Y | +29.2% | -6.4% | +35.6% | +32.6% |
| All | +29.2% | -7.7% | +36.9% | +32.6% |
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