-5.7%
AMT vs ED
+14.2%
-20.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +1.8% | +1.1% | +0.8% | +1.2% |
| 3M | -6.2% | +4.6% | -10.8% | -8.1% |
| 6M | -5.0% | -2.0% | -3.0% | -4.3% |
| YTD | +2.1% | +11.7% | -9.6% | -1.7% |
| 1Y | -5.7% | +15.7% | -21.5% | -9.1% |
| All | -5.7% | +14.2% | -20.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling