+226.8%
LOW vs AMT
+94.9%
+131.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -10.1% | +1.8% | -11.9% | -10.8% |
| 3M | -2.9% | -6.2% | +3.3% | -0.7% |
| 6M | -19.4% | -5.0% | -14.4% | -18.3% |
| YTD | -15.4% | +2.1% | -17.5% | -17.0% |
| 1Y | -24.9% | -5.7% | -19.2% | -24.0% |
| 3Y | -7.8% | +7.9% | -15.7% | -14.7% |
| 5Y | +8.4% | -32.3% | +40.7% | +21.9% |
| 10Y | +226.8% | +95.0% | +131.8% | +188.5% |
| All | +226.8% | +94.9% | +131.9% | +188.5% |
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