+3,928.2%
MO vs AMT
+1,444.4%
+2,483.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | +6.5% | +4.5% | +2.0% | +6.0% |
| 3M | +18.3% | +13.8% | +4.5% | +16.8% |
| 6M | +15.6% | +10.0% | +5.5% | +14.4% |
| YTD | +38.8% | +11.8% | +27.1% | +37.0% |
| 1Y | +41.6% | +10.2% | +31.4% | +40.0% |
| 3Y | +138.2% | +15.1% | +123.1% | +133.8% |
| 5Y | +150.5% | -18.8% | +169.3% | +152.1% |
| 10Y | +146.1% | +133.7% | +12.4% | +127.0% |
| All | +3,928.2% | +1,444.4% | +2,483.8% | +2,820.2% |
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