+105.4%
AMT vs EFX
+38.5%
+66.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +1.5% | -9.4% | +10.8% | +4.5% |
| 30D | +3.7% | -6.9% | +10.6% | +5.9% |
| 3M | -7.2% | +0.1% | -7.3% | -7.8% |
| 6M | -4.2% | -17.3% | +13.2% | +0.7% |
| YTD | +1.9% | -21.8% | +23.7% | +8.1% |
| 1Y | -6.4% | -32.5% | +26.2% | +3.9% |
| 3Y | +7.7% | -12.3% | +20.1% | +5.2% |
| 5Y | -30.9% | -36.6% | +5.7% | -26.9% |
| 10Y | +105.4% | +41.0% | +64.4% | +66.9% |
| All | +105.4% | +38.5% | +66.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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