+1,431.6%
AMT vs ED
+900.8%
+530.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.4% |
| 7D | +0.5% | +1.6% | -1.1% | -0.3% |
| 30D | +13.6% | +13.3% | +0.3% | +6.3% |
| 3M | +11.5% | +9.7% | +1.8% | +6.1% |
| 6M | +6.9% | +12.8% | -5.9% | +0.2% |
| YTD | +10.8% | +22.3% | -11.5% | -0.6% |
| 1Y | +10.3% | +26.3% | -16.0% | -2.8% |
| 3Y | +12.4% | +45.0% | -32.6% | -7.8% |
| 5Y | -20.1% | +80.2% | -100.3% | -41.2% |
| 10Y | +116.8% | +129.9% | -13.0% | +41.4% |
| All | +1,431.6% | +900.8% | +530.8% | +478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling