+140.1%
AMT vs ELV
+268.8%
-128.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | +5.8% | +1.1% | +4.7% | +5.5% |
| 3M | +12.6% | +8.2% | +4.4% | +10.2% |
| 6M | +8.3% | +10.2% | -1.9% | +5.1% |
| YTD | +11.4% | +24.4% | -13.0% | +3.8% |
| 1Y | +7.7% | +33.8% | -26.1% | -1.7% |
| 3Y | +14.8% | -1.4% | +16.2% | +11.4% |
| 5Y | -18.0% | +5.8% | -23.8% | -23.2% |
| All | +140.1% | +268.8% | -128.6% | +64.1% |
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