+71.7%
TER vs AMT
-15.7%
+87.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.4% |
| 7D | +14.4% | +1.5% | +12.8% | +14.3% |
| 30D | -30.6% | +6.8% | -37.4% | -30.8% |
| 3M | -39.2% | +11.2% | -50.4% | -39.5% |
| 6M | -31.3% | +12.5% | -43.7% | -32.1% |
| YTD | +29.1% | +12.5% | +16.6% | +26.9% |
| 1Y | +47.4% | +10.1% | +37.3% | +45.5% |
| 3Y | +191.2% | +16.0% | +175.2% | +161.2% |
| All | +71.7% | -15.7% | +87.3% | +72.6% |
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 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