+1,545.9%
TER vs AMT
+1,311.4%
+234.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | +4.6% | -12.9% | -9.8% |
| 3M | -12.2% | -8.4% | -3.8% | -10.9% |
| 6M | +17.1% | -6.0% | +23.1% | +17.2% |
| YTD | +84.7% | +2.1% | +82.5% | +78.6% |
| 1Y | +199.9% | -6.4% | +206.3% | +197.6% |
| 3Y | +232.8% | +8.1% | +224.7% | +200.6% |
| 5Y | +198.6% | -31.9% | +230.5% | +216.6% |
| 10Y | +1,669.7% | +97.1% | +1,572.6% | +1,161.5% |
| All | +1,545.9% | +1,311.4% | +234.5% | +426.9% |
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 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