+157.1%
MMM vs AMT
+10.5%
+146.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.0% |
| 7D | +6.2% | +0.5% | +5.7% | +6.2% |
| 30D | +14.2% | +13.6% | +0.6% | +12.4% |
| 3M | +2.9% | +11.5% | -8.6% | +1.5% |
| 6M | +27.6% | +6.9% | +20.6% | +26.3% |
| YTD | +17.3% | +10.8% | +6.5% | +15.5% |
| 1Y | +15.1% | +10.3% | +4.8% | +13.4% |
| 3Y | +157.1% | +12.4% | +144.7% | +146.2% |
| All | +157.1% | +10.5% | +146.6% | +146.2% |
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