+100.6%
AMT vs EOG
+121.2%
-20.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +2.0% | +2.8% | -0.8% | +1.7% |
| 3M | -9.3% | +5.9% | -15.2% | -9.8% |
| 6M | -5.2% | +17.1% | -22.3% | -6.8% |
| YTD | +0.5% | +43.9% | -43.5% | -3.2% |
| 1Y | -7.3% | +26.9% | -34.2% | -9.7% |
| 3Y | +6.2% | +23.6% | -17.3% | +3.0% |
| 5Y | -31.2% | +178.1% | -209.3% | -39.0% |
| All | +100.6% | +121.2% | -20.7% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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