+584.1%
MA vs AMT
+134.2%
+449.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | +7.9% | +5.8% | +2.1% | +5.6% |
| 3M | +16.8% | +12.6% | +4.2% | +11.3% |
| 6M | +31.0% | +8.3% | +22.7% | +26.1% |
| YTD | +15.0% | +11.4% | +3.6% | +8.6% |
| 1Y | +17.0% | +7.7% | +9.3% | +11.9% |
| 3Y | +68.5% | +14.8% | +53.7% | +50.8% |
| 5Y | +85.0% | -18.0% | +102.9% | +91.0% |
| All | +584.1% | +134.2% | +449.9% | +358.3% |
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