+53.9%
F vs AMT
-31.6%
+85.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | +4.6% | 0.0% | +2.9% |
| 3M | -3.7% | -8.4% | +4.8% | -1.1% |
| 6M | +16.8% | -6.0% | +22.8% | +18.4% |
| YTD | +15.3% | +2.1% | +13.2% | +12.8% |
| 1Y | +31.0% | -6.4% | +37.4% | +32.4% |
| 3Y | +45.4% | +8.1% | +37.4% | +31.3% |
| All | +53.9% | -31.6% | +85.5% | +63.8% |
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