-9.6%
AMT vs EOSE
-60.6%
+51.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +1.1% | +1.8% | -0.7% | +1.1% |
| 30D | +4.4% | -6.8% | +11.2% | +4.4% |
| 3M | -5.2% | -36.3% | +31.1% | -4.4% |
| 6M | -0.8% | -38.8% | +37.9% | -0.4% |
| YTD | +3.3% | -65.5% | +68.8% | +4.6% |
| 1Y | -6.0% | -45.3% | +39.3% | -6.7% |
| 3Y | +9.6% | +44.2% | -34.6% | +1.3% |
| 5Y | -29.2% | -69.5% | +40.3% | -38.8% |
| All | -9.6% | -60.6% | +51.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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