+488.8%
GS vs AMT
+119.7%
+369.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.2% |
| 7D | -6.3% | +4.4% | -10.7% | -7.3% |
| 30D | -3.1% | +17.7% | -20.9% | -7.4% |
| 3M | -17.7% | +16.7% | -34.3% | -21.1% |
| 6M | -4.6% | +11.1% | -15.7% | -7.9% |
| YTD | +0.3% | +13.9% | -13.6% | -4.4% |
| 1Y | +11.7% | +12.5% | -0.8% | +6.8% |
| 3Y | +183.6% | +13.2% | +170.4% | +160.5% |
| 5Y | +141.0% | -17.9% | +158.8% | +144.3% |
| All | +488.8% | +119.7% | +369.2% | +516.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling