+57.0%
T vs AMT
-18.7%
+75.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | -2.2% | +3.8% | +2.3% |
| 30D | -2.9% | +5.8% | -8.7% | -4.5% |
| 3M | -7.5% | +12.6% | -20.1% | -11.0% |
| 6M | -9.9% | +8.3% | -18.2% | -12.5% |
| YTD | -6.4% | +11.4% | -17.9% | -10.2% |
| 1Y | -9.4% | +7.7% | -17.1% | -12.2% |
| 3Y | +64.9% | +14.8% | +50.1% | +54.9% |
| 5Y | +57.0% | -18.0% | +74.9% | +54.7% |
| All | +57.0% | -18.7% | +75.6% | +54.7% |
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