+2,064.0%
GS vs AMT
+983.9%
+1,080.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | +4.6% | -6.2% | -2.8% |
| 3M | -4.5% | -8.4% | +4.0% | -2.8% |
| 6M | +20.9% | -6.0% | +26.9% | +21.9% |
| YTD | +19.9% | +2.1% | +17.8% | +17.9% |
| 1Y | +41.4% | -6.4% | +47.8% | +42.0% |
| 3Y | +239.2% | +8.1% | +231.1% | +220.8% |
| 5Y | +185.0% | -31.9% | +217.0% | +201.6% |
| 10Y | +655.0% | +97.1% | +557.8% | +494.5% |
| All | +2,064.0% | +983.9% | +1,080.2% | +1,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling