+72.9%
MA vs AMT
+13.5%
+59.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.4% |
| 7D | +3.2% | +4.4% | -1.2% | +2.7% |
| 30D | +15.9% | +17.7% | -1.8% | +13.7% |
| 3M | +15.2% | +16.7% | -1.5% | +13.0% |
| 6M | +32.4% | +11.1% | +21.2% | +30.4% |
| YTD | +15.6% | +13.9% | +1.8% | +13.3% |
| 1Y | +19.3% | +12.5% | +6.8% | +17.1% |
| All | +72.9% | +13.5% | +59.4% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling