-29.5%
DOW vs AMT
-20.2%
-9.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.2% |
| 7D | -9.5% | +0.5% | -10.0% | -9.7% |
| 30D | +13.1% | +13.6% | -0.5% | +9.8% |
| 3M | +4.8% | +11.5% | -6.6% | +2.1% |
| 6M | -16.7% | +6.9% | -23.6% | -18.2% |
| YTD | +38.9% | +10.8% | +28.0% | +34.2% |
| 1Y | +48.3% | +10.3% | +38.0% | +43.4% |
| 3Y | -24.4% | +12.4% | -36.8% | -29.0% |
| All | -29.5% | -20.2% | -9.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling