+10,281.6%
FIX vs AMT
+1,311.4%
+8,970.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | -7.2% | +4.6% | -11.9% | -8.1% |
| 3M | -15.9% | -8.4% | -7.4% | -15.1% |
| 6M | +12.7% | -6.0% | +18.8% | +13.0% |
| YTD | +72.8% | +2.1% | +70.7% | +70.2% |
| 1Y | +122.9% | -6.4% | +129.3% | +122.8% |
| 3Y | +774.3% | +8.1% | +766.3% | +731.3% |
| 5Y | +2,049.5% | -31.9% | +2,081.4% | +2,126.4% |
| 10Y | +5,821.5% | +97.1% | +5,724.3% | +4,936.8% |
| All | +10,281.6% | +1,311.4% | +8,970.3% | +5,974.4% |
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