+79.8%
F vs AMT
+113.8%
-33.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | +2.6% | +13.6% | -11.0% | -1.8% |
| 3M | -8.8% | +11.5% | -20.3% | -12.3% |
| 6M | +4.6% | +6.9% | -2.3% | +1.3% |
| YTD | -1.9% | +10.8% | -12.7% | -6.7% |
| 1Y | -0.8% | +10.3% | -11.1% | -5.5% |
| 3Y | +43.5% | +12.4% | +31.1% | +31.8% |
| 5Y | -12.1% | -20.1% | +8.0% | -9.5% |
| All | +79.8% | +113.8% | -33.9% | +68.5% |
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 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