+14.9%
O vs AMT
-31.6%
+46.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.9% | +4.6% | -6.5% | -3.7% |
| 3M | +3.8% | -8.4% | +12.3% | +7.3% |
| 6M | -4.7% | -6.0% | +1.3% | -2.9% |
| YTD | +12.5% | +2.1% | +10.4% | +10.3% |
| 1Y | +10.8% | -6.4% | +17.2% | +12.6% |
| 3Y | +28.8% | +8.1% | +20.7% | +20.5% |
| All | +14.9% | -31.6% | +46.5% | +33.2% |
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 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