+140.1%
AMT vs ED
+143.7%
-3.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.2% | -1.7% | -0.4% | -1.0% |
| 30D | +5.8% | +10.7% | -4.9% | -1.2% |
| 3M | +12.6% | +11.6% | +0.9% | +4.5% |
| 6M | +8.3% | +13.5% | -5.2% | -0.7% |
| YTD | +11.4% | +23.1% | -11.7% | -3.3% |
| 1Y | +7.7% | +23.1% | -15.4% | -6.7% |
| 3Y | +14.8% | +47.9% | -33.1% | -12.3% |
| 5Y | -18.0% | +83.9% | -101.8% | -45.6% |
| All | +140.1% | +143.7% | -3.6% | +36.5% |
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