+3,994.9%
LOW vs AMT
+1,311.4%
+2,683.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | +4.6% | -11.7% | -7.9% |
| 3M | -0.9% | -8.4% | +7.6% | +0.7% |
| 6M | -20.1% | -6.0% | -14.0% | -19.3% |
| YTD | -13.9% | +2.1% | -16.0% | -14.6% |
| 1Y | -21.1% | -6.4% | -14.8% | -20.5% |
| 3Y | -6.6% | +8.1% | -14.7% | -9.3% |
| 5Y | +9.4% | -31.9% | +41.3% | +15.6% |
| 10Y | +220.5% | +97.1% | +123.4% | +179.5% |
| All | +3,994.9% | +1,311.4% | +2,683.6% | +2,317.6% |
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