+73.1%
MA vs AMT
-31.6%
+104.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +1.5% | +4.6% | -3.1% | +0.4% |
| 3M | +20.4% | -8.4% | +28.9% | +22.8% |
| 6M | +11.1% | -6.0% | +17.2% | +12.4% |
| YTD | +2.0% | +2.1% | -0.2% | +0.5% |
| 1Y | -2.2% | -6.4% | +4.2% | -1.3% |
| 3Y | +41.9% | +8.1% | +33.8% | +32.7% |
| All | +73.1% | -31.6% | +104.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling