-50.5%
SE vs AMT
+12.4%
-62.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.2% |
| 30D | -19.4% | +4.5% | -23.8% | -19.8% |
| 3M | -33.1% | +13.8% | -46.9% | -34.1% |
| 6M | -11.4% | +10.0% | -21.5% | -12.8% |
| YTD | -39.8% | +11.8% | -51.6% | -40.3% |
| 1Y | -50.5% | +10.2% | -60.7% | -51.3% |
| All | -50.5% | +12.4% | -62.9% | -51.3% |
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