+3,916.6%
MO vs AMT
+1,431.6%
+2,485.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | -2.4% | +0.5% | -3.0% | -2.5% |
| 30D | +9.7% | +13.6% | -3.9% | +8.3% |
| 3M | +14.1% | +11.5% | +2.7% | +12.9% |
| 6M | +11.9% | +6.9% | +4.9% | +11.0% |
| YTD | +38.4% | +10.8% | +27.6% | +36.8% |
| 1Y | +41.9% | +10.3% | +31.6% | +40.2% |
| 3Y | +134.5% | +12.4% | +122.1% | +130.7% |
| 5Y | +147.3% | -20.1% | +167.3% | +149.2% |
| 10Y | +135.2% | +116.8% | +18.4% | +118.2% |
| All | +3,916.6% | +1,431.6% | +2,485.0% | +2,814.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling