-10.6%
AMT vs EOSE
-61.3%
+50.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.9% | -11.9% | -1.3% |
| 7D | -0.2% | +19.0% | -19.2% | -0.7% |
| 30D | +4.6% | +1.6% | +3.1% | +4.5% |
| 3M | -8.4% | -52.0% | +43.5% | -7.1% |
| 6M | -6.0% | -42.5% | +36.5% | -5.5% |
| YTD | +2.1% | -66.1% | +68.3% | +3.5% |
| 1Y | -6.4% | -47.1% | +40.8% | -7.0% |
| 3Y | +8.1% | +0.8% | +7.3% | +1.0% |
| 5Y | -31.9% | -71.7% | +39.7% | -41.2% |
| All | -10.6% | -61.3% | +50.7% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling