+155.7%
MO vs AMT
+136.5%
+19.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +3.3% | +1.5% | +1.8% | +2.9% |
| 30D | +7.5% | +6.8% | +0.7% | +5.7% |
| 3M | +22.8% | +11.2% | +11.6% | +19.3% |
| 6M | +13.4% | +12.5% | +0.9% | +9.6% |
| YTD | +43.0% | +12.5% | +30.5% | +37.7% |
| 1Y | +45.2% | +10.1% | +35.1% | +40.6% |
| 3Y | +145.5% | +16.0% | +129.5% | +131.7% |
| 5Y | +157.1% | -17.2% | +174.2% | +162.4% |
| All | +155.7% | +136.5% | +19.2% | +94.4% |
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