+35.8%
XYZ vs AMT
+9.0%
+26.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +11.5% | +6.8% | +4.7% | +10.2% |
| 3M | +1.8% | +11.2% | -9.4% | -0.2% |
| 6M | +21.2% | +12.5% | +8.7% | +17.8% |
| YTD | +29.9% | +12.5% | +17.4% | +27.7% |
| 1Y | +35.8% | +10.1% | +25.7% | +34.5% |
| All | +35.8% | +9.0% | +26.8% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling