+103.4%
AMT vs EME
+1,312.7%
-1,209.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.1% |
| 7D | +1.5% | +2.7% | -1.3% | +1.1% |
| 30D | +3.7% | -6.8% | +10.5% | +4.5% |
| 3M | -7.2% | -8.8% | +1.6% | -6.7% |
| 6M | -4.2% | +5.0% | -9.1% | -5.9% |
| YTD | +1.9% | +23.5% | -21.6% | -2.7% |
| 1Y | -6.4% | +21.3% | -27.7% | -11.0% |
| 3Y | +7.7% | +241.1% | -233.3% | -21.0% |
| 5Y | -30.9% | +549.2% | -580.1% | -56.9% |
| All | +103.4% | +1,312.7% | -1,209.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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