+80.5%
GM vs AMT
-32.2%
+112.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.5% |
| 30D | -4.6% | +3.7% | -8.3% | -5.5% |
| 3M | +0.2% | -7.2% | +7.4% | +2.0% |
| 6M | +12.6% | -4.2% | +16.8% | +13.3% |
| YTD | +3.7% | +1.9% | +1.8% | +2.1% |
| 1Y | +45.6% | -6.4% | +52.0% | +47.0% |
| 3Y | +162.0% | +7.7% | +154.2% | +138.0% |
| 5Y | +80.5% | -30.9% | +111.4% | +86.1% |
| All | +80.5% | -32.2% | +112.7% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling