+292.5%
LOW vs AMT
+134.2%
+158.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.1% | -2.2% | +2.3% | +1.0% |
| 30D | +21.3% | +5.8% | +15.5% | +18.6% |
| 3M | +6.0% | +12.6% | -6.6% | +0.7% |
| 6M | +2.6% | +8.3% | -5.7% | -1.7% |
| YTD | -3.6% | +11.4% | -15.0% | -9.0% |
| 1Y | -1.0% | +7.7% | -8.7% | -5.3% |
| 3Y | +24.2% | +14.8% | +9.4% | +12.1% |
| 5Y | +6.3% | -18.0% | +24.3% | +9.9% |
| All | +292.5% | +134.2% | +158.3% | +230.4% |
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