+92.7%
USB vs AMT
+119.7%
-27.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.5% | +4.4% | -5.8% | -2.8% |
| 30D | +4.3% | +17.7% | -13.4% | -1.3% |
| 3M | -6.1% | +16.7% | -22.7% | -11.0% |
| 6M | +9.4% | +11.1% | -1.7% | +4.9% |
| YTD | +15.2% | +13.9% | +1.3% | +8.8% |
| 1Y | +32.8% | +12.5% | +20.2% | +25.8% |
| 3Y | +91.3% | +13.2% | +78.1% | +74.3% |
| 5Y | +22.7% | -17.9% | +40.5% | +24.6% |
| All | +92.7% | +119.7% | -27.0% | +83.7% |
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