+140.1%
AMT vs EL
+60.4%
+79.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -2.2% | +2.7% | -4.8% | -2.7% |
| 30D | +5.8% | +10.8% | -5.0% | +3.5% |
| 3M | +12.6% | +26.5% | -13.9% | +7.0% |
| 6M | +8.3% | +31.1% | -22.8% | +1.8% |
| YTD | +11.4% | +6.6% | +4.8% | +8.0% |
| 1Y | +7.7% | +21.8% | -14.1% | +1.4% |
| 3Y | +14.8% | +1.8% | +13.0% | +7.1% |
| 5Y | -18.0% | -65.6% | +47.6% | +4.3% |
| All | +140.1% | +60.4% | +79.7% | +115.7% |
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