-68.1%
SE vs AMT
-31.6%
-36.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -2.5% | +4.6% | -7.1% | -4.0% |
| 3M | +21.7% | -8.4% | +30.2% | +24.9% |
| 6M | +27.0% | -6.0% | +33.0% | +29.0% |
| YTD | -12.1% | +2.1% | -14.3% | -13.7% |
| 1Y | -40.9% | -6.4% | -34.5% | -40.3% |
| 3Y | +191.0% | +8.1% | +182.9% | +149.7% |
| All | -68.1% | -31.6% | -36.5% | -61.5% |
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