+105.4%
AMT vs EFV
+162.1%
-56.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | +1.5% | -0.5% | +2.0% | +1.8% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | -7.2% | +8.4% | -15.6% | -11.8% |
| 6M | -4.2% | +12.3% | -16.5% | -11.1% |
| YTD | +1.9% | +17.4% | -15.5% | -8.1% |
| 1Y | -6.4% | +27.1% | -33.5% | -19.7% |
| 3Y | +7.7% | +90.7% | -83.0% | -29.1% |
| 5Y | -30.9% | +95.6% | -126.5% | -55.7% |
| 10Y | +105.4% | +165.3% | -59.9% | -0.1% |
| All | +105.4% | +162.1% | -56.7% | -0.1% |
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