+72.6%
XYZ vs AMT
+10.5%
+62.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.1% |
| 7D | +12.1% | +0.5% | +11.6% | +12.1% |
| 30D | +12.4% | +13.6% | -1.2% | +10.9% |
| 3M | +8.2% | +11.5% | -3.3% | +6.9% |
| 6M | +20.7% | +6.9% | +13.7% | +19.5% |
| YTD | +31.3% | +10.8% | +20.5% | +29.6% |
| 1Y | +20.5% | +10.3% | +10.2% | +19.0% |
| 3Y | +72.6% | +12.4% | +60.2% | +58.1% |
| All | +72.6% | +10.5% | +62.1% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling