-24.4%
DOW vs AMT
+10.5%
-34.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.5% |
| 7D | -9.5% | +0.5% | -10.0% | -9.6% |
| 30D | +13.1% | +13.6% | -0.5% | +11.1% |
| 3M | +4.8% | +11.5% | -6.6% | +3.2% |
| 6M | -16.7% | +6.9% | -23.6% | -17.6% |
| YTD | +38.9% | +10.8% | +28.0% | +35.8% |
| 1Y | +48.3% | +10.3% | +38.0% | +45.1% |
| 3Y | -24.4% | +12.4% | -36.8% | -29.6% |
| All | -24.4% | +10.5% | -34.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling