-18.8%
AMT vs EFV
+92.6%
-111.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.6% | +2.1% | -0.5% | +0.4% |
| 30D | +4.5% | +3.1% | +1.4% | +2.6% |
| 3M | +13.8% | -1.3% | +15.1% | +14.7% |
| 6M | +10.0% | +6.0% | +4.0% | +6.0% |
| YTD | +11.8% | +15.8% | -4.1% | +1.4% |
| 1Y | +10.2% | +21.1% | -10.9% | -2.8% |
| 3Y | +15.1% | +91.0% | -75.8% | -26.6% |
| 5Y | -18.8% | +94.3% | -113.1% | -50.9% |
| All | -18.8% | +92.6% | -111.5% | -50.9% |
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