+65.3%
T vs AMT
+94.9%
-29.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +7.6% | +1.8% | +5.8% | +6.9% |
| 3M | +15.3% | -6.2% | +21.5% | +17.6% |
| 6M | -8.5% | -5.0% | -3.5% | -7.3% |
| YTD | +6.8% | +2.1% | +4.7% | +5.4% |
| 1Y | -7.2% | -5.7% | -1.5% | -6.1% |
| 3Y | +108.2% | +7.9% | +100.3% | +98.4% |
| 5Y | +66.1% | -32.3% | +98.4% | +81.7% |
| 10Y | +65.3% | +95.0% | -29.7% | +36.9% |
| All | +65.3% | +94.9% | -29.6% | +36.9% |
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