+181.5%
TER vs AMT
+15.3%
+166.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | 0.0% |
| 7D | -8.9% | +1.6% | -10.5% | -8.2% |
| 30D | -39.1% | +4.5% | -43.5% | -37.8% |
| 3M | -32.8% | +13.8% | -46.5% | -29.3% |
| 6M | -31.7% | +10.0% | -41.8% | -28.1% |
| YTD | +26.9% | +11.8% | +15.2% | +34.3% |
| 1Y | +33.6% | +10.2% | +23.3% | +41.0% |
| 3Y | +181.5% | +15.1% | +166.4% | +171.3% |
| All | +181.5% | +15.3% | +166.2% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling