+50.3%
TER vs AMT
+9.1%
+41.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +5.9% | -2.4% | +8.3% | +4.5% |
| 30D | -30.8% | +4.2% | -35.0% | -28.7% |
| 3M | -29.9% | +13.4% | -43.4% | -24.9% |
| 6M | -27.5% | +9.4% | -36.8% | -22.3% |
| YTD | +37.5% | +11.7% | +25.8% | +44.7% |
| 1Y | +50.3% | +7.1% | +43.1% | +65.6% |
| All | +50.3% | +9.1% | +41.2% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling