+142.4%
AMT vs EFV
+163.3%
-20.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +1.5% | +2.5% | -1.0% | 0.0% |
| 30D | +6.8% | +2.9% | +3.9% | +5.0% |
| 3M | +11.2% | -1.4% | +12.6% | +12.2% |
| 6M | +12.5% | +5.5% | +6.9% | +8.6% |
| YTD | +12.5% | +16.1% | -3.6% | +2.1% |
| 1Y | +10.1% | +20.3% | -10.2% | -2.3% |
| 3Y | +16.0% | +90.4% | -74.4% | -23.6% |
| 5Y | -17.2% | +93.5% | -110.6% | -46.5% |
| All | +142.4% | +163.3% | -20.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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