+4,578.2%
LOW vs AMT
+1,433.3%
+3,144.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | +25.6% | +3.7% | +21.9% | +24.7% |
| 3M | +4.6% | +10.7% | -6.1% | +2.3% |
| 6M | +2.5% | +9.3% | -6.7% | +0.3% |
| YTD | -1.6% | +10.9% | -12.6% | -4.2% |
| 1Y | +1.7% | +10.5% | -8.8% | -0.9% |
| 3Y | +29.4% | +15.5% | +13.9% | +24.1% |
| 5Y | +9.6% | -20.6% | +30.2% | +12.4% |
| 10Y | +313.3% | +124.5% | +188.8% | +251.5% |
| All | +4,578.2% | +1,433.3% | +3,144.9% | +2,613.1% |
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