-30.9%
AMT vs ELV
+14.8%
-45.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.5% | -2.2% | +3.7% | +1.9% |
| 30D | +3.7% | -0.2% | +3.9% | +3.8% |
| 3M | -7.2% | -6.1% | -1.1% | -6.3% |
| 6M | -4.2% | +42.8% | -47.0% | -10.7% |
| YTD | +1.9% | +14.4% | -12.5% | -1.5% |
| 1Y | -6.4% | +28.6% | -35.0% | -11.9% |
| 3Y | +7.7% | -7.4% | +15.1% | +7.2% |
| 5Y | -30.9% | +14.5% | -45.4% | -33.9% |
| All | -30.9% | +14.8% | -45.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling