+112.7%
AMT vs ALLE
+222.4%
-109.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +13.6% | +25.3% | -11.7% | +4.6% |
| 3M | +11.5% | +10.3% | +1.2% | +7.3% |
| 6M | +6.9% | +38.0% | -31.1% | -5.8% |
| YTD | +10.8% | +17.8% | -6.9% | +2.9% |
| 1Y | +10.3% | +13.6% | -3.3% | +3.7% |
| 3Y | +12.4% | +89.2% | -76.8% | -15.6% |
| 5Y | -20.1% | +51.1% | -71.1% | -35.6% |
| All | +112.7% | +222.4% | -109.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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