-32.3%
AMT vs EOG
+169.6%
-201.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -2.0% | +1.9% | 0.0% |
| 30D | +1.8% | +7.9% | -6.0% | +1.1% |
| 3M | -6.2% | +4.5% | -10.7% | -6.6% |
| 6M | -5.0% | +12.3% | -17.3% | -6.2% |
| YTD | +2.1% | +41.9% | -39.8% | -1.3% |
| 1Y | -5.7% | +27.8% | -33.6% | -8.1% |
| 3Y | +7.9% | +21.8% | -13.9% | +4.7% |
| 5Y | -32.3% | +174.0% | -206.3% | -38.2% |
| All | -32.3% | +169.6% | -201.9% | -38.2% |
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