+111.2%
MO vs AMT
+96.3%
+14.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | +3.6% | +3.7% | -0.2% | +2.6% |
| 3M | -3.7% | -7.2% | +3.5% | -2.0% |
| 6M | +4.5% | -4.2% | +8.7% | +5.3% |
| YTD | +21.5% | +1.9% | +19.6% | +20.2% |
| 1Y | +9.5% | -6.4% | +15.9% | +10.7% |
| 3Y | +93.6% | +7.7% | +85.8% | +85.7% |
| 5Y | +97.5% | -30.9% | +128.4% | +113.0% |
| 10Y | +111.2% | +105.4% | +5.8% | +58.8% |
| All | +111.2% | +96.3% | +14.9% | +58.8% |
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