+1,722.0%
EXC vs AMT
+1,473.8%
+248.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | +1.4% | +4.4% | -3.0% | +0.8% |
| 30D | +11.6% | +17.7% | -6.1% | +9.1% |
| 3M | +2.7% | +16.7% | -14.0% | +0.5% |
| 6M | +2.7% | +11.1% | -8.5% | +1.0% |
| YTD | +9.7% | +13.9% | -4.2% | +7.5% |
| 1Y | +4.5% | +12.5% | -8.0% | +2.5% |
| 3Y | +28.5% | +13.2% | +15.3% | +25.6% |
| 5Y | +43.9% | -17.9% | +61.8% | +45.8% |
| 10Y | +183.7% | +122.8% | +60.9% | +161.7% |
| All | +1,722.0% | +1,473.8% | +248.3% | +1,306.6% |
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