-68.9%
XYZ vs AMT
-31.6%
-37.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.7% | +4.6% | -6.3% | -4.0% |
| 3M | +16.7% | -8.4% | +25.2% | +21.0% |
| 6M | +26.9% | -6.0% | +32.9% | +29.3% |
| YTD | +27.1% | +2.1% | +25.0% | +23.5% |
| 1Y | +9.3% | -6.4% | +15.6% | +10.7% |
| 3Y | +42.3% | +8.1% | +34.2% | +18.5% |
| All | -68.9% | -31.6% | -37.3% | -65.3% |
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