+12.4%
AMT vs ECL
+78.2%
-65.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +13.6% | +8.1% | +5.5% | +10.6% |
| 3M | +11.5% | +6.4% | +5.1% | +9.0% |
| 6M | +6.9% | +14.8% | -7.8% | +1.6% |
| YTD | +10.8% | +15.5% | -4.6% | +5.0% |
| 1Y | +10.3% | +20.1% | -9.8% | +2.8% |
| 3Y | +12.4% | +77.8% | -65.3% | -17.1% |
| All | +12.4% | +78.2% | -65.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling