+1,608.9%
EXC vs AMT
+1,311.4%
+297.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | +4.6% | -8.4% | -4.3% |
| 3M | -1.3% | -8.4% | +7.2% | -0.2% |
| 6M | -9.7% | -6.0% | -3.7% | -9.1% |
| YTD | +2.9% | +2.1% | +0.8% | +2.4% |
| 1Y | +4.4% | -6.4% | +10.8% | +5.0% |
| 3Y | +22.2% | +8.1% | +14.2% | +20.3% |
| 5Y | +46.7% | -31.9% | +78.6% | +52.3% |
| 10Y | +155.3% | +97.1% | +58.2% | +139.5% |
| All | +1,608.9% | +1,311.4% | +297.5% | +1,239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling