+172.1%
EXC vs AMT
+113.8%
+58.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +10.0% | +13.6% | -3.7% | +3.1% |
| 3M | +1.6% | +11.5% | -9.8% | -4.0% |
| 6M | +3.3% | +6.9% | -3.7% | -1.1% |
| YTD | +7.6% | +10.8% | -3.3% | +0.5% |
| 1Y | +3.5% | +10.3% | -6.9% | -3.2% |
| 3Y | +27.7% | +12.4% | +15.2% | +15.0% |
| 5Y | +41.1% | -20.1% | +61.2% | +49.4% |
| All | +172.1% | +113.8% | +58.4% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling