+1,001.8%
TER vs AMT
+116.9%
+885.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -5.8% | +0.4% | -6.1% | -5.9% |
| 30D | -38.9% | +3.7% | -42.6% | -39.7% |
| 3M | -35.1% | +10.7% | -45.8% | -37.3% |
| 6M | -31.6% | +9.3% | -40.8% | -34.5% |
| YTD | +27.2% | +10.9% | +16.3% | +20.2% |
| 1Y | +35.2% | +10.5% | +24.7% | +27.8% |
| 3Y | +192.8% | +15.5% | +177.3% | +153.0% |
| 5Y | +72.4% | -20.6% | +93.0% | +76.8% |
| 10Y | +1,001.8% | +124.5% | +877.3% | +735.3% |
| All | +1,001.8% | +116.9% | +885.0% | +735.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling