+1,602.9%
NET vs AMT
-1.1%
+1,604.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.7% |
| 7D | +9.9% | +1.1% | +8.8% | +9.3% |
| 30D | -1.6% | +4.4% | -5.9% | -3.4% |
| 3M | +34.8% | -5.2% | +39.9% | +37.2% |
| 6M | +43.9% | -0.8% | +44.7% | +43.1% |
| YTD | +55.5% | +3.3% | +52.2% | +50.6% |
| 1Y | +36.5% | -6.0% | +42.5% | +37.4% |
| 3Y | +368.3% | +9.6% | +358.7% | +300.5% |
| 5Y | +140.5% | -29.2% | +169.7% | +164.1% |
| All | +1,602.9% | -1.1% | +1,604.1% | +1,539.9% |
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