+1,077.0%
TER vs AMT
+134.0%
+943.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +5.9% | -2.4% | +8.3% | +6.5% |
| 30D | -30.8% | +4.2% | -35.0% | -31.8% |
| 3M | -29.9% | +13.4% | -43.4% | -32.7% |
| 6M | -27.5% | +9.4% | -36.8% | -30.6% |
| YTD | +37.5% | +11.7% | +25.8% | +29.6% |
| 1Y | +50.3% | +7.1% | +43.1% | +43.7% |
| 3Y | +204.9% | +15.1% | +189.8% | +164.3% |
| 5Y | +89.2% | -17.9% | +107.0% | +91.0% |
| 10Y | +1,077.0% | +133.5% | +943.4% | +785.9% |
| All | +1,077.0% | +134.0% | +943.0% | +785.9% |
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 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