+32.6%
NET vs AMT
-18.7%
+51.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -4.2% |
| 7D | -16.4% | +6.0% | -22.4% | -18.5% |
| 30D | -25.8% | +20.1% | -45.9% | -31.5% |
| 3M | -11.5% | +12.4% | -23.9% | -16.2% |
| 6M | +18.9% | +9.9% | +9.0% | +13.2% |
| YTD | +35.2% | +14.4% | +20.8% | +24.8% |
| 1Y | +14.5% | +12.4% | +2.0% | +6.4% |
| 3Y | +313.8% | +13.7% | +300.1% | +234.6% |
| 5Y | +32.6% | -17.8% | +50.4% | +44.0% |
| All | +32.6% | -18.7% | +51.2% | +44.0% |
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 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