+186.8%
GS vs AMT
+13.5%
+173.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.4% |
| 7D | -6.3% | +4.4% | -10.7% | -6.2% |
| 30D | -3.1% | +17.7% | -20.9% | -2.8% |
| 3M | -17.7% | +16.7% | -34.3% | -17.4% |
| 6M | -4.6% | +11.1% | -15.7% | -4.2% |
| YTD | +0.3% | +13.9% | -13.6% | +0.6% |
| 1Y | +11.7% | +12.5% | -0.8% | +12.0% |
| All | +186.8% | +13.5% | +173.3% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling