+3,800.0%
FIX vs AMT
+116.9%
+3,683.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.3% | +9.4% |
| 7D | -7.2% | +0.4% | -7.6% | -7.5% |
| 30D | -35.1% | +3.7% | -38.8% | -36.0% |
| 3M | -34.3% | +10.7% | -45.0% | -36.5% |
| 6M | -42.9% | +9.3% | -52.2% | -45.3% |
| YTD | +19.5% | +10.9% | +8.5% | +13.4% |
| 1Y | +16.8% | +10.5% | +6.2% | +10.9% |
| 3Y | +506.7% | +15.5% | +491.2% | +430.0% |
| 5Y | +1,046.7% | -20.6% | +1,067.3% | +1,072.0% |
| 10Y | +3,800.0% | +124.5% | +3,675.4% | +3,082.0% |
| All | +3,800.0% | +116.9% | +3,683.1% | +3,082.0% |
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 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