+47.6%
EXC vs AMT
-31.6%
+79.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | +4.6% | -8.4% | -5.3% |
| 3M | -1.3% | -8.4% | +7.2% | +1.6% |
| 6M | -9.7% | -6.0% | -3.7% | -8.2% |
| YTD | +2.9% | +2.1% | +0.8% | +1.1% |
| 1Y | +4.4% | -6.4% | +10.8% | +5.9% |
| 3Y | +22.2% | +8.1% | +14.2% | +15.3% |
| All | +47.6% | -31.6% | +79.2% | +62.5% |
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