+1,671.4%
TER vs AMT
+94.2%
+1,577.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | +4.6% | -12.9% | -9.5% |
| 3M | -12.2% | -8.4% | -3.8% | -10.8% |
| 6M | +17.1% | -6.0% | +23.1% | +17.5% |
| YTD | +84.7% | +2.1% | +82.5% | +79.1% |
| 1Y | +199.9% | -6.4% | +206.3% | +198.7% |
| 3Y | +232.8% | +8.1% | +224.7% | +191.4% |
| 5Y | +198.6% | -31.9% | +230.5% | +225.3% |
| All | +1,671.4% | +94.2% | +1,577.3% | +1,233.0% |
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