+101.3%
USB vs AMT
+122.6%
-21.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.6% |
| 7D | +2.4% | +6.0% | -3.6% | +0.5% |
| 30D | +6.6% | +20.1% | -13.5% | +0.2% |
| 3M | -4.1% | +12.4% | -16.5% | -8.0% |
| 6M | +12.5% | +9.9% | +2.5% | +8.2% |
| YTD | +17.6% | +14.4% | +3.2% | +10.9% |
| 1Y | +36.5% | +12.4% | +24.1% | +29.4% |
| 3Y | +95.4% | +13.7% | +81.7% | +77.7% |
| 5Y | +26.1% | -17.8% | +44.0% | +28.1% |
| 10Y | +101.3% | +123.8% | -22.5% | +92.0% |
| All | +101.3% | +122.6% | -21.3% | +92.0% |
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