+237.9%
AMT vs ALLE
+331.3%
-93.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.6% |
| 7D | +4.4% | 0.0% | +4.3% | +4.3% |
| 30D | +17.7% | +20.6% | -2.9% | +9.7% |
| 3M | +16.7% | +11.4% | +5.3% | +11.8% |
| 6M | +11.1% | +42.5% | -31.4% | -3.5% |
| YTD | +13.9% | +18.9% | -5.0% | +5.2% |
| 1Y | +12.5% | +14.2% | -1.6% | +5.5% |
| 3Y | +13.2% | +90.7% | -77.5% | -15.2% |
| 5Y | -17.9% | +52.5% | -70.4% | -34.0% |
| 10Y | +122.8% | +231.2% | -108.4% | +29.7% |
| All | +237.9% | +331.3% | -93.4% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling