-32.3%
AMT vs EFX
-35.1%
+2.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.9% |
| 7D | -0.2% | -7.8% | +7.7% | +2.3% |
| 30D | +1.8% | -5.7% | +7.6% | +3.5% |
| 3M | -6.2% | +2.5% | -8.7% | -7.5% |
| 6M | -5.0% | -16.7% | +11.7% | -0.5% |
| YTD | +2.1% | -20.2% | +22.2% | +7.6% |
| 1Y | -5.7% | -31.4% | +25.6% | +4.2% |
| 3Y | +7.9% | -10.5% | +18.4% | +2.3% |
| 5Y | -32.3% | -35.2% | +2.9% | -32.5% |
| All | -32.3% | -35.1% | +2.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling