+66.8%
F vs AMT
+1,473.8%
-1,406.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +1.4% | +4.4% | -3.0% | +0.4% |
| 30D | +2.0% | +17.7% | -15.7% | -1.8% |
| 3M | -10.4% | +16.7% | -27.0% | -13.6% |
| 6M | +9.7% | +11.1% | -1.4% | +6.4% |
| YTD | -1.2% | +13.9% | -15.1% | -5.0% |
| 1Y | 0.0% | +12.5% | -12.5% | -3.6% |
| 3Y | +41.1% | +13.2% | +27.9% | +34.3% |
| 5Y | -11.4% | -17.9% | +6.4% | -9.7% |
| 10Y | +85.0% | +122.8% | -37.8% | +49.5% |
| All | +66.8% | +1,473.8% | -1,406.9% | -19.7% |
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