+1,315.7%
MU vs AMT
-31.6%
+1,347.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.0% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | +13.8% | +4.6% | +9.2% | +14.3% |
| 3M | +2.1% | -8.4% | +10.5% | +2.5% |
| 6M | +153.8% | -6.0% | +159.8% | +155.0% |
| YTD | +256.4% | +2.1% | +254.3% | +256.5% |
| 1Y | +719.8% | -6.4% | +726.1% | +725.1% |
| 3Y | +1,360.4% | +8.1% | +1,352.3% | +1,244.8% |
| All | +1,315.7% | -31.6% | +1,347.3% | +1,338.6% |
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