+202.8%
TER vs AMT
-31.6%
+234.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | +4.6% | -12.9% | -8.6% |
| 3M | -12.2% | -8.4% | -3.8% | -11.3% |
| 6M | +17.1% | -6.0% | +23.1% | +17.7% |
| YTD | +84.7% | +2.1% | +82.5% | +82.5% |
| 1Y | +199.9% | -6.4% | +206.3% | +200.8% |
| 3Y | +232.8% | +8.1% | +224.7% | +196.5% |
| All | +202.8% | -31.6% | +234.4% | +223.8% |
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