+100.6%
AMT vs ED
+109.0%
-8.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -2.7% | -1.9% | -0.8% | -1.5% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | -9.3% | 0.0% | -9.3% | -9.3% |
| 6M | -5.2% | -2.5% | -2.7% | -3.8% |
| YTD | +0.5% | +10.1% | -9.6% | -6.1% |
| 1Y | -7.3% | +13.6% | -20.9% | -15.4% |
| 3Y | +6.2% | +32.4% | -26.2% | -12.7% |
| 5Y | -31.2% | +69.9% | -101.0% | -52.0% |
| All | +100.6% | +109.0% | -8.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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