+363.5%
SE vs AMT
+75.6%
+287.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.7% |
| 7D | -0.5% | +1.5% | -2.0% | -1.1% |
| 30D | -20.9% | +6.8% | -27.8% | -23.3% |
| 3M | -38.9% | +11.2% | -50.1% | -41.9% |
| 6M | -19.4% | +12.5% | -31.9% | -24.3% |
| YTD | -40.9% | +12.5% | -53.4% | -44.9% |
| 1Y | -46.2% | +10.1% | -56.3% | -49.4% |
| 3Y | +63.7% | +16.0% | +47.7% | +38.4% |
| 5Y | -77.9% | -17.2% | -60.8% | -77.1% |
| All | +363.5% | +75.6% | +287.9% | +222.9% |
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