+1,449.6%
NET vs AMT
-2.2%
+1,451.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | -4.8% | +4.6% | -9.4% | -6.7% |
| 3M | +3.8% | -8.4% | +12.3% | +7.3% |
| 6M | +50.0% | -6.0% | +56.1% | +52.7% |
| YTD | +41.5% | +2.1% | +39.4% | +37.8% |
| 1Y | +32.8% | -6.4% | +39.2% | +33.9% |
| 3Y | +335.9% | +8.1% | +327.8% | +275.2% |
| 5Y | +113.8% | -31.9% | +145.8% | +138.7% |
| All | +1,449.6% | -2.2% | +1,451.8% | +1,400.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling