+142.4%
AMT vs EME
+905.2%
-762.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.5% | +8.4% | -6.9% | +0.6% |
| 30D | +6.8% | -11.5% | +18.3% | +8.1% |
| 3M | +11.2% | -20.6% | +31.8% | +13.9% |
| 6M | +12.5% | -28.5% | +41.0% | +16.3% |
| YTD | +12.5% | +8.0% | +4.5% | +8.6% |
| 1Y | +10.1% | +6.8% | +3.4% | +6.4% |
| 3Y | +16.0% | +213.9% | -197.9% | -16.1% |
| 5Y | -17.2% | +414.8% | -432.0% | -47.6% |
| All | +142.4% | +905.2% | -762.7% | +27.1% |
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