+124.5%
AMT vs ALLE
+233.6%
-109.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +3.7% | +26.6% | -22.9% | -4.9% |
| 3M | +10.7% | +13.2% | -2.5% | +5.6% |
| 6M | +9.3% | +42.9% | -33.6% | -5.0% |
| YTD | +10.9% | +21.0% | -10.1% | +1.9% |
| 1Y | +10.5% | +15.2% | -4.6% | +3.4% |
| 3Y | +15.5% | +95.6% | -80.0% | -14.4% |
| 5Y | -20.6% | +53.4% | -74.0% | -36.4% |
| 10Y | +124.5% | +221.5% | -96.9% | +43.4% |
| All | +124.5% | +233.6% | -109.1% | +43.4% |
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