+94.4%
QQQ vs AMT
-31.2%
+125.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -0.6% | +1.8% | -2.5% | -1.0% |
| 3M | +0.4% | -6.2% | +6.6% | +1.4% |
| 6M | +20.1% | -5.0% | +25.0% | +20.7% |
| YTD | +17.2% | +2.1% | +15.2% | +15.8% |
| 1Y | +24.7% | -5.7% | +30.4% | +25.1% |
| 3Y | +96.2% | +7.9% | +88.3% | +79.6% |
| 5Y | +94.4% | -32.3% | +126.7% | +112.2% |
| All | +94.4% | -31.2% | +125.6% | +112.2% |
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