+880.7%
TER vs AMT
+1,473.8%
-593.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.1% |
| 7D | -28.2% | +4.4% | -32.5% | -29.3% |
| 30D | -50.6% | +17.7% | -68.3% | -53.6% |
| 3M | -45.3% | +16.7% | -62.0% | -48.6% |
| 6M | -40.4% | +11.1% | -51.5% | -43.9% |
| YTD | +10.0% | +13.9% | -3.8% | +1.8% |
| 1Y | +13.6% | +12.5% | +1.1% | +5.6% |
| 3Y | +145.2% | +13.2% | +132.1% | +118.0% |
| 5Y | +50.4% | -17.9% | +68.2% | +48.4% |
| 10Y | +882.9% | +122.8% | +760.1% | +567.6% |
| All | +880.7% | +1,473.8% | -593.1% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling