+894.6%
FIX vs AMT
-18.8%
+913.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.1% | -11.6% |
| 7D | -27.2% | +4.4% | -31.6% | -27.3% |
| 30D | -46.9% | +17.7% | -64.6% | -47.4% |
| 3M | -44.4% | +16.7% | -61.1% | -44.9% |
| 6M | -50.9% | +11.1% | -62.0% | -51.3% |
| YTD | +3.5% | +13.9% | -10.3% | +2.3% |
| 1Y | -2.1% | +12.5% | -14.6% | -3.2% |
| 3Y | +418.7% | +13.2% | +405.6% | +380.5% |
| 5Y | +894.6% | -17.9% | +912.4% | +952.5% |
| All | +894.6% | -18.8% | +913.3% | +952.5% |
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