+4,914.6%
MU vs AMT
+1,443.4%
+3,471.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +2.0% | -2.4% | +4.4% | +2.7% |
| 30D | -18.0% | +4.2% | -22.2% | -19.3% |
| 3M | -6.6% | +13.4% | -20.0% | -10.6% |
| 6M | +2.0% | +9.4% | -7.3% | -3.1% |
| YTD | +184.5% | +11.7% | +172.8% | +166.0% |
| 1Y | +236.9% | +7.1% | +229.7% | +218.9% |
| 3Y | +987.0% | +15.1% | +971.9% | +863.9% |
| 5Y | +1,014.6% | -17.9% | +1,032.5% | +985.4% |
| 10Y | +4,609.2% | +133.5% | +4,475.7% | +3,117.1% |
| All | +4,914.6% | +1,443.4% | +3,471.3% | +1,849.2% |
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