-6.1%
F vs AMT
+9.0%
-15.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -3.1% | +1.5% | -4.6% | -3.1% |
| 30D | 0.0% | +6.8% | -6.8% | 0.0% |
| 3M | -13.2% | +11.2% | -24.4% | -13.3% |
| 6M | -10.2% | +12.5% | -22.7% | -10.1% |
| YTD | -4.9% | +12.5% | -17.4% | -5.2% |
| 1Y | -6.1% | +10.1% | -16.2% | -5.0% |
| All | -6.1% | +9.0% | -15.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling