+1,311.4%
AMT vs EL
+880.6%
+430.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | +4.6% | +19.8% | -15.2% | -1.2% |
| 3M | -8.4% | +25.7% | -34.2% | -14.9% |
| 6M | -6.0% | +5.4% | -11.5% | -9.1% |
| YTD | +2.1% | +0.2% | +1.9% | -0.7% |
| 1Y | -6.4% | +20.4% | -26.8% | -14.5% |
| 3Y | +8.1% | -32.1% | +40.2% | +9.4% |
| 5Y | -31.9% | -67.2% | +35.3% | -14.5% |
| 10Y | +97.1% | +31.7% | +65.4% | +45.5% |
| All | +1,311.4% | +880.6% | +430.7% | +343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling