+25.6%
QQQ vs AMT
-7.7%
+33.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.3% |
| 30D | +0.2% | +4.6% | -4.4% | +0.9% |
| 3M | -2.8% | -8.4% | +5.6% | -3.1% |
| 6M | +18.0% | -6.0% | +24.0% | +17.5% |
| YTD | +17.3% | +2.1% | +15.2% | +18.1% |
| 1Y | +25.6% | -6.4% | +32.0% | +25.1% |
| All | +25.6% | -7.7% | +33.3% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling