+11.9%
MO vs AMT
+7.5%
+4.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | -2.4% | +0.5% | -3.0% | -2.6% |
| 30D | +9.7% | +13.6% | -3.9% | +6.5% |
| 3M | +14.1% | +11.5% | +2.7% | +11.3% |
| 6M | +11.9% | +6.9% | +4.9% | +10.5% |
| All | +11.9% | +7.5% | +4.3% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling