-32.3%
AMT vs EFV
+96.3%
-128.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -0.2% | +1.0% | -1.1% | -0.7% |
| 30D | +1.8% | +0.2% | +1.7% | +1.8% |
| 3M | -6.2% | +9.6% | -15.8% | -11.4% |
| 6M | -5.0% | +14.0% | -19.0% | -12.6% |
| YTD | +2.1% | +18.5% | -16.4% | -8.5% |
| 1Y | -5.7% | +27.9% | -33.6% | -19.6% |
| 3Y | +7.9% | +92.4% | -84.5% | -30.9% |
| 5Y | -32.3% | +97.2% | -129.5% | -59.8% |
| All | -32.3% | +96.3% | -128.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling