+155.4%
GS vs AMT
-18.9%
+174.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.6% | +1.6% | -0.1% | +1.3% |
| 30D | +1.7% | +4.5% | -2.8% | +0.9% |
| 3M | -11.6% | +13.8% | -25.4% | -13.5% |
| 6M | -1.9% | +10.0% | -11.9% | -3.9% |
| YTD | +5.1% | +11.8% | -6.7% | +2.2% |
| 1Y | +16.4% | +10.2% | +6.2% | +13.5% |
| 3Y | +199.0% | +15.1% | +183.8% | +174.1% |
| All | +155.4% | -18.9% | +174.3% | +154.8% |
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 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