+4,426.0%
LOW vs AMT
+1,431.6%
+2,994.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | +7.4% | +0.5% | +6.9% | +7.3% |
| 30D | +24.5% | +13.6% | +10.9% | +21.2% |
| 3M | +3.5% | +11.5% | -8.0% | +1.1% |
| 6M | -2.6% | +6.9% | -9.5% | -4.3% |
| YTD | -4.8% | +10.8% | -15.7% | -7.3% |
| 1Y | -0.8% | +10.3% | -11.1% | -3.3% |
| 3Y | +22.8% | +12.4% | +10.4% | +18.4% |
| 5Y | +5.3% | -20.1% | +25.4% | +7.8% |
| 10Y | +309.5% | +116.8% | +192.6% | +250.1% |
| All | +4,426.0% | +1,431.6% | +2,994.4% | +2,525.5% |
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 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