+200.4%
SE vs AMT
+8.2%
+192.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -2.5% | +4.6% | -7.1% | -2.2% |
| 3M | +21.7% | -8.4% | +30.2% | +21.1% |
| 6M | +27.0% | -6.0% | +33.0% | +26.1% |
| YTD | -12.1% | +2.1% | -14.3% | -11.8% |
| 1Y | -40.9% | -6.4% | -34.5% | -41.2% |
| All | +200.4% | +8.2% | +192.2% | +237.6% |
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