+415.4%
MAR vs AMT
+94.9%
+320.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -6.9% | +1.8% | -8.8% | -7.3% |
| 3M | -15.8% | -6.2% | -9.6% | -14.9% |
| 6M | +1.9% | -5.0% | +6.9% | +2.6% |
| YTD | +6.6% | +2.1% | +4.6% | +5.7% |
| 1Y | +23.7% | -5.7% | +29.4% | +24.4% |
| 3Y | +64.6% | +7.9% | +56.7% | +56.0% |
| 5Y | +156.4% | -32.3% | +188.7% | +170.1% |
| 10Y | +415.4% | +95.0% | +320.4% | +376.7% |
| All | +415.4% | +94.9% | +320.5% | +376.7% |
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