-8.1%
GLD vs AMT
+7.3%
-15.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | -2.2% | -3.3% | -5.3% |
| 30D | -7.0% | +5.8% | -12.8% | -7.3% |
| 3M | -12.4% | +12.6% | -24.9% | -13.0% |
| 6M | -18.0% | +8.3% | -26.3% | -18.6% |
| YTD | -10.5% | +11.4% | -21.9% | -11.5% |
| 1Y | -8.1% | +7.7% | -15.8% | -9.2% |
| All | -8.1% | +7.3% | -15.4% | -9.2% |
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