+373.0%
T vs AMT
+1,444.4%
-1,071.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | +1.6% | +0.9% | +2.3% |
| 30D | -1.1% | +4.5% | -5.5% | -1.8% |
| 3M | -7.7% | +13.8% | -21.5% | -9.8% |
| 6M | -10.6% | +10.0% | -20.7% | -12.2% |
| YTD | -7.5% | +11.8% | -19.2% | -9.4% |
| 1Y | -7.4% | +10.2% | -17.7% | -9.2% |
| 3Y | +63.1% | +15.1% | +47.9% | +58.2% |
| 5Y | +55.2% | -18.8% | +74.0% | +57.2% |
| 10Y | +58.8% | +133.7% | -74.9% | +39.0% |
| All | +373.0% | +1,444.4% | -1,071.4% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling