+68.3%
O vs AMT
+113.8%
-45.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.6% |
| 7D | +3.7% | +0.5% | +3.2% | +3.4% |
| 30D | +11.2% | +13.6% | -2.4% | +3.7% |
| 3M | -4.0% | +11.5% | -15.4% | -9.7% |
| 6M | -5.2% | +6.9% | -12.2% | -9.6% |
| YTD | +9.5% | +10.8% | -1.3% | +1.7% |
| 1Y | +10.6% | +10.3% | +0.3% | +2.9% |
| 3Y | +38.1% | +12.4% | +25.7% | +23.6% |
| 5Y | +10.2% | -20.1% | +30.3% | +17.3% |
| All | +68.3% | +113.8% | -45.5% | +1.7% |
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