+97.2%
MO vs AMT
-31.2%
+128.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -0.3% | +1.8% | -2.1% | -0.6% |
| 3M | -2.9% | -6.2% | +3.2% | -1.9% |
| 6M | +5.8% | -5.0% | +10.8% | +6.5% |
| YTD | +22.0% | +2.1% | +20.0% | +21.1% |
| 1Y | +10.7% | -5.7% | +16.4% | +11.4% |
| 3Y | +94.4% | +7.9% | +86.4% | +92.0% |
| 5Y | +97.2% | -32.3% | +129.5% | +113.1% |
| All | +97.2% | -31.2% | +128.4% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling