+70.3%
SE vs AMT
+10.5%
+59.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | 0.0% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | -20.0% | +13.6% | -33.6% | -19.5% |
| 3M | -31.8% | +11.5% | -43.2% | -31.4% |
| 6M | -15.9% | +6.9% | -22.8% | -15.7% |
| YTD | -40.6% | +10.8% | -51.5% | -40.2% |
| 1Y | -50.7% | +10.3% | -61.0% | -50.3% |
| 3Y | +70.3% | +12.4% | +57.9% | +116.4% |
| All | +70.3% | +10.5% | +59.8% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling