+15.1%
AMT vs EFX
+4.3%
+10.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +4.5% | +29.1% | -24.7% | -1.1% |
| 3M | +13.8% | +4.3% | +9.5% | +12.5% |
| 6M | +10.0% | +7.7% | +2.3% | +7.6% |
| YTD | +11.8% | -12.5% | +24.2% | +13.3% |
| 1Y | +10.2% | -8.8% | +19.1% | +10.7% |
| 3Y | +15.1% | +4.3% | +10.8% | -2.4% |
| All | +15.1% | +4.3% | +10.8% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling