-69.4%
U vs AMT
-31.6%
-37.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | +17.5% | +4.6% | +12.8% | +14.8% |
| 3M | +38.7% | -8.4% | +47.2% | +44.8% |
| 6M | +104.4% | -6.0% | +110.4% | +109.5% |
| YTD | -5.7% | +2.1% | -7.8% | -8.9% |
| 1Y | +3.7% | -6.4% | +10.1% | +5.0% |
| 3Y | +12.3% | +8.1% | +4.3% | -8.5% |
| All | -69.4% | -31.6% | -37.8% | -65.9% |
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 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