-22.7%
U vs AMT
-7.1%
-15.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.3% | +4.7% |
| 7D | +2.6% | +1.5% | +1.1% | +1.8% |
| 30D | +27.6% | +6.8% | +20.7% | +22.5% |
| 3M | +15.3% | +11.2% | +4.1% | +8.0% |
| 6M | +96.4% | +12.5% | +83.9% | +81.6% |
| YTD | +19.6% | +12.5% | +7.1% | +8.6% |
| 1Y | +42.1% | +10.1% | +32.0% | +30.6% |
| 3Y | +87.5% | +16.0% | +71.5% | +48.5% |
| 5Y | -73.1% | -17.2% | -56.0% | -71.7% |
| All | -22.7% | -7.1% | -15.7% | -28.3% |
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