+1,311.4%
AMT vs EOG
+4,136.6%
-2,825.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +4.6% | +8.2% | -3.5% | +2.8% |
| 3M | -8.4% | +3.8% | -12.3% | -9.4% |
| 6M | -6.0% | +15.3% | -21.3% | -9.3% |
| YTD | +2.1% | +41.7% | -39.6% | -5.7% |
| 1Y | -6.4% | +23.6% | -29.9% | -11.2% |
| 3Y | +8.1% | +23.3% | -15.2% | +0.8% |
| 5Y | -31.9% | +170.4% | -202.3% | -48.3% |
| 10Y | +97.1% | +125.5% | -28.4% | +37.8% |
| All | +1,311.4% | +4,136.6% | -2,825.2% | +340.7% |
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 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