+543.0%
XYZ vs AMT
+157.1%
+385.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +9.2% | +4.4% | +4.9% | +6.9% |
| 30D | +9.8% | +17.7% | -7.9% | 0.0% |
| 3M | -0.2% | +16.7% | -16.9% | -8.9% |
| 6M | +18.0% | +11.1% | +6.8% | +9.4% |
| YTD | +29.1% | +13.9% | +15.2% | +17.1% |
| 1Y | +14.1% | +12.5% | +1.6% | +4.1% |
| 3Y | +72.6% | +13.2% | +59.5% | +45.4% |
| 5Y | -64.6% | -17.9% | -46.7% | -62.8% |
| 10Y | +590.0% | +122.8% | +467.2% | +360.6% |
| All | +543.0% | +157.1% | +385.9% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling