-74.5%
U vs AMT
-18.7%
-55.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.9% |
| 30D | +7.6% | +5.8% | +1.8% | +4.0% |
| 3M | +12.7% | +12.6% | +0.1% | +5.1% |
| 6M | +87.0% | +8.3% | +78.7% | +76.9% |
| YTD | +13.6% | +11.4% | +2.2% | +4.0% |
| 1Y | +25.3% | +7.7% | +17.6% | +17.0% |
| 3Y | +85.8% | +14.8% | +71.0% | +46.6% |
| 5Y | -74.5% | -18.0% | -56.5% | -73.2% |
| All | -74.5% | -18.7% | -55.8% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling