+447.5%
T vs AMT
+1,311.4%
-863.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +11.4% | +4.6% | +6.7% | +10.6% |
| 3M | +14.3% | -8.4% | +22.7% | +15.8% |
| 6M | -9.3% | -6.0% | -3.2% | -8.5% |
| YTD | +7.1% | +2.1% | +5.0% | +6.5% |
| 1Y | -9.1% | -6.4% | -2.7% | -8.4% |
| 3Y | +105.3% | +8.1% | +97.3% | +101.4% |
| 5Y | +66.8% | -31.9% | +98.7% | +73.8% |
| 10Y | +66.8% | +97.1% | -30.3% | +49.8% |
| All | +447.5% | +1,311.4% | -863.9% | +230.9% |
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 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