+54.6%
TER vs AMT
-20.2%
+74.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +2.6% |
| 7D | -20.5% | +0.5% | -21.0% | -20.5% |
| 30D | -47.0% | +13.6% | -60.6% | -47.4% |
| 3M | -43.3% | +11.5% | -54.7% | -43.6% |
| 6M | -42.9% | +6.9% | -49.8% | -43.3% |
| YTD | +12.9% | +10.8% | +2.0% | +11.0% |
| 1Y | +18.2% | +10.3% | +7.8% | +16.3% |
| 3Y | +151.8% | +12.4% | +139.4% | +128.2% |
| All | +54.6% | -20.2% | +74.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling