+5,892.0%
FIX vs AMT
+96.2%
+5,795.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -7.2% | +4.6% | -11.9% | -8.4% |
| 3M | -15.9% | -8.4% | -7.4% | -14.5% |
| 6M | +12.7% | -6.0% | +18.8% | +13.4% |
| YTD | +72.8% | +2.1% | +70.7% | +68.7% |
| 1Y | +122.9% | -6.4% | +129.3% | +123.1% |
| 3Y | +774.3% | +8.1% | +766.3% | +679.1% |
| 5Y | +2,049.5% | -31.9% | +2,081.4% | +2,225.9% |
| All | +5,892.0% | +96.2% | +5,795.7% | +5,248.3% |
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