+105.4%
AMT vs EL
+28.8%
+76.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | +1.5% | -2.4% | +3.8% | +1.9% |
| 30D | +3.7% | +13.7% | -9.9% | +0.8% |
| 3M | -7.2% | +14.5% | -21.7% | -10.1% |
| 6M | -4.2% | +7.4% | -11.6% | -6.6% |
| YTD | +1.9% | -4.7% | +6.6% | +1.1% |
| 1Y | -6.4% | +12.9% | -19.3% | -10.8% |
| 3Y | +7.7% | -32.2% | +40.0% | +11.7% |
| 5Y | -30.9% | -68.4% | +37.5% | -11.0% |
| 10Y | +105.4% | +28.3% | +77.1% | +82.6% |
| All | +105.4% | +28.8% | +76.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling