+62.1%
T vs AMT
+13.8%
+48.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -1.7% | +3.7% | -5.4% | -2.6% |
| 3M | -7.3% | +10.7% | -18.1% | -9.9% |
| 6M | -11.2% | +9.3% | -20.5% | -13.5% |
| YTD | -8.1% | +10.9% | -19.0% | -11.1% |
| 1Y | -8.0% | +10.5% | -18.5% | -11.0% |
| 3Y | +62.1% | +15.5% | +46.6% | +57.8% |
| All | +62.1% | +13.8% | +48.3% | +57.8% |
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