+78.5%
QQQ vs AMT
-19.6%
+98.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -1.5% | +1.6% | -3.2% | -1.8% |
| 30D | -10.2% | +4.5% | -14.6% | -10.8% |
| 3M | -6.3% | +13.8% | -20.1% | -8.3% |
| 6M | -4.9% | +10.0% | -15.0% | -6.9% |
| YTD | +10.2% | +11.8% | -1.5% | +7.2% |
| 1Y | +8.8% | +10.2% | -1.5% | +6.1% |
| 3Y | +81.4% | +15.1% | +66.2% | +65.5% |
| 5Y | +78.5% | -18.8% | +97.3% | +86.0% |
| All | +78.5% | -19.6% | +98.1% | +86.0% |
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