+15,692.2%
MA vs AMT
+798.9%
+14,893.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | +3.2% | +4.4% | -1.2% | +1.1% |
| 30D | +15.9% | +17.7% | -1.8% | +6.7% |
| 3M | +15.2% | +16.7% | -1.5% | +6.2% |
| 6M | +32.4% | +11.1% | +21.2% | +24.2% |
| YTD | +15.6% | +13.9% | +1.8% | +5.9% |
| 1Y | +19.3% | +12.5% | +6.8% | +9.8% |
| 3Y | +73.0% | +13.2% | +59.8% | +51.9% |
| 5Y | +93.7% | -17.9% | +111.6% | +96.5% |
| 10Y | +575.0% | +122.8% | +452.2% | +267.8% |
| All | +15,692.2% | +798.9% | +14,893.3% | +3,736.1% |
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