+2,096.9%
AMT vs ELV
+2,512.0%
-415.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.9% |
| 7D | -2.7% | +0.9% | -3.5% | -3.0% |
| 30D | +2.0% | +7.2% | -5.1% | 0.0% |
| 3M | -9.3% | +3.4% | -12.7% | -10.6% |
| 6M | -5.2% | +48.6% | -53.8% | -15.9% |
| YTD | +0.5% | +20.6% | -20.1% | -6.2% |
| 1Y | -7.3% | +38.5% | -45.8% | -17.1% |
| 3Y | +6.2% | -2.4% | +8.6% | +2.5% |
| 5Y | -31.2% | +25.3% | -56.5% | -39.3% |
| 10Y | +102.5% | +276.7% | -174.2% | +21.7% |
| All | +2,096.9% | +2,512.0% | -415.1% | +703.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling