+45.2%
MO vs AMT
+9.0%
+36.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +7.5% | +6.8% | +0.7% | +6.1% |
| 3M | +22.8% | +11.2% | +11.6% | +20.0% |
| 6M | +13.4% | +12.5% | +0.9% | +10.6% |
| YTD | +43.0% | +12.5% | +30.5% | +38.7% |
| 1Y | +45.2% | +10.1% | +35.1% | +41.3% |
| All | +45.2% | +9.0% | +36.3% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling