+7.9%
AMT vs ELV
-6.4%
+14.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +1.8% | +2.0% | -0.1% | +1.6% |
| 3M | -6.2% | -3.5% | -2.7% | -5.9% |
| 6M | -5.0% | +40.2% | -45.2% | -8.9% |
| YTD | +2.1% | +15.8% | -13.8% | -0.2% |
| 1Y | -5.7% | +33.2% | -38.9% | -9.7% |
| 3Y | +7.9% | -6.2% | +14.2% | +7.7% |
| All | +7.9% | -6.4% | +14.3% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling