-24.7%
U vs AMT
-8.4%
-16.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.9% |
| 7D | +36.6% | +0.5% | +36.0% | +36.0% |
| 30D | +13.3% | +13.6% | -0.3% | +4.9% |
| 3M | +26.2% | +11.5% | +14.7% | +18.0% |
| 6M | +88.7% | +6.9% | +81.8% | +79.3% |
| YTD | +16.6% | +10.8% | +5.7% | +6.7% |
| 1Y | +29.0% | +10.3% | +18.6% | +18.2% |
| 3Y | +99.5% | +12.4% | +87.1% | +61.7% |
| 5Y | -66.1% | -20.1% | -46.0% | -63.6% |
| All | -24.7% | -8.4% | -16.2% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling