+103.5%
V vs AMT
-19.6%
+123.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.2% |
| 30D | +9.7% | +4.5% | +5.3% | +8.5% |
| 3M | +17.3% | +13.8% | +3.5% | +13.5% |
| 6M | +33.2% | +10.0% | +23.2% | +29.7% |
| YTD | +21.3% | +11.8% | +9.6% | +17.1% |
| 1Y | +27.3% | +10.2% | +17.1% | +23.2% |
| 3Y | +76.1% | +15.1% | +60.9% | +63.5% |
| 5Y | +103.5% | -18.8% | +122.3% | +111.0% |
| All | +103.5% | -19.6% | +123.1% | +111.0% |
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 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