-31.3%
AMT vs ALLE
+13.7%
-45.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +4.6% | -6.8% | +11.4% | +6.9% |
| 3M | -8.4% | +21.0% | -29.5% | -14.6% |
| 6M | -6.0% | +1.1% | -7.1% | -6.9% |
| YTD | +2.1% | -0.5% | +2.7% | +1.3% |
| 1Y | -6.4% | -7.3% | +0.9% | -4.9% |
| 3Y | +8.1% | +42.3% | -34.2% | -9.6% |
| All | -31.3% | +13.7% | -45.0% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling