+124.5%
AMT vs EAT
+375.0%
-250.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.4% | -3.9% | +4.3% | +0.6% |
| 30D | +3.7% | +5.0% | -1.3% | +3.3% |
| 3M | +10.7% | -9.6% | +20.3% | +11.2% |
| 6M | +9.3% | +46.8% | -37.5% | +6.0% |
| YTD | +10.9% | +41.8% | -30.9% | +7.5% |
| 1Y | +10.5% | +98.3% | -87.8% | +4.4% |
| 3Y | +15.5% | +503.1% | -487.5% | -3.6% |
| 5Y | -20.6% | +356.7% | -377.2% | -33.6% |
| 10Y | +124.5% | +349.8% | -225.2% | +73.7% |
| All | +124.5% | +375.0% | -250.4% | +73.7% |
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