+185.7%
GS vs AMT
-31.6%
+217.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | +4.6% | -6.2% | -2.3% |
| 3M | -4.5% | -8.4% | +4.0% | -3.1% |
| 6M | +20.9% | -6.0% | +26.9% | +21.8% |
| YTD | +19.9% | +2.1% | +17.8% | +18.4% |
| 1Y | +41.4% | -6.4% | +47.8% | +42.2% |
| 3Y | +239.2% | +8.1% | +231.1% | +212.9% |
| All | +185.7% | -31.6% | +217.3% | +190.6% |
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 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