+1,454.7%
AMT vs EOG
+4,550.8%
-3,096.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.6% |
| 7D | +1.5% | +7.6% | -6.1% | 0.0% |
| 30D | +6.8% | +3.4% | +3.5% | +6.0% |
| 3M | +11.2% | +12.7% | -1.5% | +8.2% |
| 6M | +12.5% | +19.0% | -6.5% | +7.9% |
| YTD | +12.5% | +55.6% | -43.1% | +1.7% |
| 1Y | +10.1% | +49.5% | -39.4% | +0.3% |
| 3Y | +16.0% | +43.2% | -27.1% | +4.8% |
| 5Y | -17.2% | +111.8% | -129.0% | -33.4% |
| 10Y | +135.2% | +140.4% | -5.1% | +62.4% |
| All | +1,454.7% | +4,550.8% | -3,096.0% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling