+1,439.7%
AMT vs EFX
+1,057.1%
+382.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -2.2% | -3.6% | +1.5% | -0.7% |
| 30D | +5.8% | +25.3% | -19.5% | -3.7% |
| 3M | +12.6% | +3.8% | +8.8% | +9.9% |
| 6M | +8.3% | +12.7% | -4.4% | +1.6% |
| YTD | +11.4% | -13.1% | +24.6% | +14.1% |
| 1Y | +7.7% | -9.3% | +17.1% | +8.3% |
| 3Y | +14.8% | +3.5% | +11.3% | +4.2% |
| 5Y | -18.0% | -30.6% | +12.7% | -14.2% |
| 10Y | +133.0% | +80.2% | +52.8% | +50.1% |
| All | +1,439.7% | +1,057.1% | +382.6% | +305.8% |
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