+142.4%
AMT vs ED
+147.1%
-4.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.1% |
| 7D | +1.5% | +2.1% | -0.5% | +0.1% |
| 30D | +6.8% | +10.4% | -3.6% | 0.0% |
| 3M | +11.2% | +12.5% | -1.3% | +2.7% |
| 6M | +12.5% | +14.9% | -2.4% | +2.3% |
| YTD | +12.5% | +24.8% | -12.3% | -3.3% |
| 1Y | +10.1% | +23.8% | -13.7% | -5.0% |
| 3Y | +16.0% | +51.6% | -35.6% | -12.8% |
| 5Y | -17.2% | +86.4% | -103.6% | -45.6% |
| All | +142.4% | +147.1% | -4.6% | +36.6% |
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