+226.4%
GDX vs AMT
+16.0%
+210.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -3.8% | +4.2% | -8.0% | -4.8% |
| 3M | -5.4% | +13.4% | -18.9% | -8.5% |
| 6M | -12.7% | +9.4% | -22.1% | -15.2% |
| YTD | -0.7% | +11.7% | -12.3% | -4.5% |
| 1Y | +11.9% | +7.1% | +4.7% | +9.0% |
| All | +226.4% | +16.0% | +210.4% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling