+67.7%
T vs AMT
-31.6%
+99.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +11.4% | +4.6% | +6.7% | +9.8% |
| 3M | +14.3% | -8.4% | +22.7% | +17.2% |
| 6M | -9.3% | -6.0% | -3.2% | -7.9% |
| YTD | +7.1% | +2.1% | +5.0% | +5.8% |
| 1Y | -9.1% | -6.4% | -2.7% | -7.8% |
| 3Y | +105.3% | +8.1% | +97.3% | +96.8% |
| All | +67.7% | -31.6% | +99.2% | +74.7% |
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