+638.0%
XYZ vs AMT
+116.9%
+521.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +14.9% | +0.4% | +14.5% | +14.9% |
| 30D | +14.7% | +3.7% | +10.9% | +12.3% |
| 3M | +12.1% | +10.7% | +1.4% | +5.3% |
| 6M | +18.3% | +9.3% | +9.1% | +10.8% |
| YTD | +36.1% | +10.9% | +25.1% | +25.0% |
| 1Y | +35.3% | +10.5% | +24.8% | +24.4% |
| 3Y | +73.5% | +15.5% | +57.9% | +42.7% |
| 5Y | -61.6% | -20.6% | -41.0% | -58.8% |
| 10Y | +638.0% | +124.5% | +513.5% | +441.2% |
| All | +638.0% | +116.9% | +521.1% | +441.2% |
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