+142.4%
AMT vs EAT
+320.8%
-178.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +1.5% | -4.0% | +5.5% | +1.8% |
| 30D | +6.8% | -2.9% | +9.7% | +6.9% |
| 3M | +11.2% | -16.9% | +28.1% | +12.4% |
| 6M | +12.5% | +57.0% | -44.5% | +8.6% |
| YTD | +12.5% | +38.2% | -25.7% | +9.2% |
| 1Y | +10.1% | +69.3% | -59.2% | +5.2% |
| 3Y | +16.0% | +483.0% | -467.0% | -3.1% |
| 5Y | -17.2% | +364.1% | -381.3% | -30.9% |
| All | +142.4% | +320.8% | -178.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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