+746.1%
GLD vs AMT
+1,443.1%
-697.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.8% |
| 7D | +1.9% | +4.4% | -2.5% | +1.6% |
| 30D | -1.8% | +17.7% | -19.5% | -2.7% |
| 3M | -3.6% | +16.7% | -20.3% | -4.5% |
| 6M | -10.2% | +11.1% | -21.4% | -10.9% |
| YTD | -5.3% | +13.9% | -19.1% | -6.1% |
| 1Y | +2.5% | +12.5% | -10.1% | +1.6% |
| 3Y | +103.2% | +13.2% | +90.0% | +101.1% |
| 5Y | +121.1% | -17.9% | +139.0% | +121.2% |
| 10Y | +201.9% | +122.8% | +79.1% | +191.0% |
| All | +746.1% | +1,443.1% | -697.1% | +607.6% |
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 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