+621.5%
XYZ vs AMT
+134.0%
+487.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.2% | -2.4% | +0.2% | -0.9% |
| 30D | +11.6% | +4.2% | +7.4% | +8.9% |
| 3M | +8.4% | +13.4% | -5.0% | +0.5% |
| 6M | +17.2% | +9.4% | +7.8% | +9.6% |
| YTD | +31.7% | +11.7% | +20.0% | +20.5% |
| 1Y | +30.1% | +7.1% | +22.9% | +21.9% |
| 3Y | +66.4% | +15.1% | +51.4% | +37.4% |
| 5Y | -62.2% | -17.9% | -44.3% | -60.2% |
| 10Y | +621.5% | +133.5% | +488.0% | +443.0% |
| All | +621.5% | +134.0% | +487.6% | +443.0% |
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