+1,433.3%
AMT vs ECL
+2,926.5%
-1,493.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +3.7% | +8.8% | -5.1% | -0.6% |
| 3M | +10.7% | +7.8% | +2.9% | +6.5% |
| 6M | +9.3% | +21.3% | -12.1% | -1.4% |
| YTD | +10.9% | +17.8% | -6.8% | +1.3% |
| 1Y | +10.5% | +21.1% | -10.5% | -0.6% |
| 3Y | +15.5% | +80.1% | -64.5% | -16.2% |
| 5Y | -20.6% | +40.5% | -61.1% | -36.0% |
| 10Y | +124.5% | +197.7% | -73.2% | +17.2% |
| All | +1,433.3% | +2,926.5% | -1,493.2% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling