+1,443.4%
AMT vs EFX
+1,067.2%
+376.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | +4.2% | +27.9% | -23.7% | -5.9% |
| 3M | +13.4% | +3.8% | +9.6% | +10.7% |
| 6M | +9.4% | +13.0% | -3.6% | +2.5% |
| YTD | +11.7% | -12.4% | +24.1% | +14.0% |
| 1Y | +7.1% | -10.4% | +17.5% | +8.2% |
| 3Y | +15.1% | +4.4% | +10.6% | +4.1% |
| 5Y | -17.9% | -28.9% | +11.0% | -15.0% |
| 10Y | +133.5% | +81.7% | +51.8% | +49.9% |
| All | +1,443.4% | +1,067.2% | +376.2% | +305.4% |
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 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