+197.7%
EXC vs AMT
+125.6%
+72.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +0.1% | +1.6% | -1.6% | -0.7% |
| 30D | +9.0% | +4.5% | +4.6% | +6.7% |
| 3M | +3.3% | +13.8% | -10.5% | -3.3% |
| 6M | +5.7% | +10.0% | -4.4% | -0.2% |
| YTD | +7.3% | +11.8% | -4.4% | 0.0% |
| 1Y | +2.9% | +10.2% | -7.3% | -3.6% |
| 3Y | +29.3% | +15.1% | +14.2% | +15.2% |
| 5Y | +40.1% | -18.8% | +58.9% | +47.1% |
| 10Y | +197.7% | +133.7% | +64.0% | +107.4% |
| All | +197.7% | +125.6% | +72.1% | +107.4% |
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