+10.4%
LOW vs AMT
-31.2%
+41.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | +4.6% | -11.7% | -8.5% |
| 3M | -0.9% | -8.4% | +7.6% | +1.9% |
| 6M | -20.1% | -6.0% | -14.0% | -18.8% |
| YTD | -13.9% | +2.1% | -16.0% | -15.3% |
| 1Y | -21.1% | -6.4% | -14.8% | -20.0% |
| 3Y | -6.6% | +8.1% | -14.7% | -13.3% |
| All | +10.4% | -31.2% | +41.5% | +21.5% |
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 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