+1,311.4%
AMT vs EFX
+996.8%
+314.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | +1.4% |
| 7D | -0.2% | -8.6% | +8.4% | +3.3% |
| 30D | +4.6% | +0.1% | +4.5% | +4.3% |
| 3M | -8.4% | +3.8% | -12.3% | -10.6% |
| 6M | -6.0% | -13.5% | +7.5% | -1.8% |
| YTD | +2.1% | -17.7% | +19.8% | +7.6% |
| 1Y | -6.4% | -25.6% | +19.2% | +2.2% |
| 3Y | +8.1% | -12.1% | +20.1% | +5.4% |
| 5Y | -31.9% | -33.8% | +1.9% | -27.2% |
| 10Y | +97.1% | +45.1% | +52.0% | +40.5% |
| All | +1,311.4% | +996.8% | +314.6% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling