+42.6%
GEV vs AMT
+7.3%
+35.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.2% |
| 7D | +6.2% | -2.2% | +8.4% | +5.3% |
| 30D | -18.4% | +5.8% | -24.2% | -16.3% |
| 3M | -21.2% | +12.6% | -33.8% | -17.5% |
| 6M | -23.6% | +8.3% | -31.9% | -19.8% |
| YTD | +25.5% | +11.4% | +14.1% | +30.8% |
| 1Y | +42.6% | +7.7% | +34.9% | +53.6% |
| All | +42.6% | +7.3% | +35.3% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling