+6,120.8%
FIX vs AMT
+1,473.8%
+4,647.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.1% | -11.5% |
| 7D | -27.2% | +4.4% | -31.6% | -27.9% |
| 30D | -46.9% | +17.7% | -64.6% | -48.7% |
| 3M | -44.4% | +16.7% | -61.1% | -46.3% |
| 6M | -50.9% | +11.1% | -62.0% | -52.5% |
| YTD | +3.5% | +13.9% | -10.3% | -0.5% |
| 1Y | -2.1% | +12.5% | -14.6% | -5.7% |
| 3Y | +418.7% | +13.2% | +405.6% | +388.2% |
| 5Y | +894.6% | -17.9% | +912.4% | +890.6% |
| 10Y | +3,465.5% | +122.8% | +3,342.7% | +2,854.9% |
| All | +6,120.8% | +1,473.8% | +4,647.0% | +3,452.1% |
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