+106.2%
AMT vs ELV
+280.2%
-174.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +1.1% | +3.2% | -2.1% | +0.3% |
| 30D | +4.4% | +5.4% | -1.0% | +2.9% |
| 3M | -5.2% | +5.4% | -10.5% | -6.8% |
| 6M | -0.8% | +45.7% | -46.5% | -10.5% |
| YTD | +3.3% | +21.2% | -17.9% | -3.0% |
| 1Y | -6.0% | +35.6% | -41.6% | -14.6% |
| 3Y | +9.6% | -2.0% | +11.6% | +6.4% |
| 5Y | -29.2% | +26.0% | -55.3% | -37.3% |
| All | +106.2% | +280.2% | -174.0% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling