+523.8%
QQQ vs AMT
+125.6%
+398.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.5% | +1.6% | -3.2% | -2.0% |
| 30D | -10.2% | +4.5% | -14.6% | -11.5% |
| 3M | -6.3% | +13.8% | -20.1% | -10.1% |
| 6M | -4.9% | +10.0% | -15.0% | -8.6% |
| YTD | +10.2% | +11.8% | -1.5% | +4.7% |
| 1Y | +8.8% | +10.2% | -1.5% | +3.7% |
| 3Y | +81.4% | +15.1% | +66.2% | +62.0% |
| 5Y | +78.5% | -18.8% | +97.3% | +82.7% |
| 10Y | +523.8% | +133.7% | +390.1% | +362.7% |
| All | +523.8% | +125.6% | +398.2% | +362.7% |
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