-13.5%
AMT vs EOG
+112.7%
-126.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.8% |
| 7D | +1.5% | +7.6% | -6.1% | +0.9% |
| 30D | +6.8% | +3.4% | +3.5% | +6.5% |
| 3M | +11.2% | +12.7% | -1.5% | +9.9% |
| 6M | +12.5% | +19.0% | -6.5% | +10.6% |
| YTD | +12.5% | +55.6% | -43.1% | +7.7% |
| 1Y | +10.1% | +49.5% | -39.4% | +5.7% |
| 3Y | +16.0% | +43.2% | -27.1% | +10.6% |
| All | -13.5% | +112.7% | -126.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling