-26.3%
U vs AMT
-7.7%
-18.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.5% |
| 7D | +24.4% | +1.6% | +22.7% | +23.1% |
| 30D | +7.4% | +4.5% | +2.9% | +4.4% |
| 3M | +16.8% | +13.8% | +3.0% | +8.0% |
| 6M | +78.8% | +10.0% | +68.7% | +67.2% |
| YTD | +14.0% | +11.8% | +2.2% | +3.9% |
| 1Y | +16.7% | +10.2% | +6.5% | +7.1% |
| 3Y | +86.4% | +15.1% | +71.2% | +48.1% |
| 5Y | -71.5% | -18.8% | -52.6% | -69.6% |
| All | -26.3% | -7.7% | -18.7% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling