-13.5%
AMT vs ED
+85.1%
-98.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | 0.0% |
| 7D | +1.5% | +2.1% | -0.5% | 0.0% |
| 30D | +6.8% | +10.4% | -3.6% | -0.5% |
| 3M | +11.2% | +12.5% | -1.3% | +2.1% |
| 6M | +12.5% | +14.9% | -2.4% | +1.6% |
| YTD | +12.5% | +24.8% | -12.3% | -4.5% |
| 1Y | +10.1% | +23.8% | -13.7% | -6.2% |
| 3Y | +16.0% | +51.6% | -35.6% | -15.6% |
| All | -13.5% | +85.1% | -98.6% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling