+214.2%
GDX vs AMT
+704.0%
-489.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +18.6% | +4.6% | +14.0% | +16.9% |
| 3M | +14.9% | -8.4% | +23.3% | +17.6% |
| 6M | -6.3% | -6.0% | -0.2% | -5.1% |
| YTD | +15.7% | +2.1% | +13.6% | +13.6% |
| 1Y | +54.8% | -6.4% | +61.2% | +56.1% |
| 3Y | +253.4% | +8.1% | +245.4% | +234.8% |
| 5Y | +219.7% | -31.9% | +251.6% | +247.7% |
| 10Y | +300.2% | +97.1% | +203.1% | +185.5% |
| All | +214.2% | +704.0% | -489.8% | -2.4% |
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