+553.1%
MA vs AMT
+113.8%
+439.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +14.7% | +13.6% | +1.1% | +9.1% |
| 3M | +13.5% | +11.5% | +2.0% | +8.6% |
| 6M | +33.1% | +6.9% | +26.2% | +28.8% |
| YTD | +15.1% | +10.8% | +4.2% | +8.8% |
| 1Y | +18.7% | +10.3% | +8.4% | +12.4% |
| 3Y | +72.1% | +12.4% | +59.7% | +55.5% |
| 5Y | +92.8% | -20.1% | +112.9% | +101.5% |
| All | +553.1% | +113.8% | +439.3% | +367.5% |
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 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