+78.8%
U vs AMT
+16.1%
+62.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +24.4% | +1.6% | +22.7% | +24.0% |
| 30D | +7.4% | +4.5% | +2.9% | +6.6% |
| 3M | +16.8% | +13.8% | +3.0% | +14.6% |
| 6M | +78.8% | +10.0% | +68.7% | +76.0% |
| YTD | +14.0% | +11.8% | +2.2% | +11.4% |
| 1Y | +16.7% | +10.2% | +6.5% | +14.3% |
| All | +78.8% | +16.1% | +62.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling