+6.5%
FIX vs AMT
+9.8%
-3.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +4.1% |
| 7D | -17.5% | +0.5% | -18.0% | -16.9% |
| 30D | -41.6% | +13.6% | -55.2% | -38.4% |
| 3M | -40.6% | +11.5% | -52.1% | -37.8% |
| 6M | -49.4% | +6.9% | -56.3% | -46.5% |
| YTD | +9.2% | +10.8% | -1.6% | +16.1% |
| 1Y | +6.5% | +10.3% | -3.9% | +13.3% |
| All | +6.5% | +9.8% | -3.4% | +13.3% |
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 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