-65.4%
TEAM vs AMT
-15.7%
-49.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | -26.7% | +6.8% | -33.5% | -28.7% |
| 3M | -9.6% | +11.2% | -20.8% | -13.9% |
| 6M | +86.0% | +12.5% | +73.6% | +76.5% |
| YTD | -7.5% | +12.5% | -20.0% | -13.4% |
| 1Y | -1.4% | +10.1% | -11.5% | -6.8% |
| 3Y | -14.3% | +16.0% | -30.3% | -30.0% |
| All | -65.4% | -15.7% | -49.8% | -64.9% |
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 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