-1.5%
AMT vs EOSE
-81.0%
+79.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.9% |
| 7D | +1.5% | +9.8% | -8.3% | +1.3% |
| 30D | +6.8% | -2.1% | +8.9% | +6.7% |
| 3M | +11.2% | -54.1% | +65.3% | +12.7% |
| 6M | +12.5% | -76.9% | +89.4% | +15.6% |
| YTD | +12.5% | -83.3% | +95.8% | +15.5% |
| 1Y | +10.1% | -87.4% | +97.5% | +13.8% |
| 3Y | +16.0% | +61.9% | -45.8% | +5.8% |
| 5Y | -17.2% | -82.1% | +64.9% | -27.2% |
| All | -1.5% | -81.0% | +79.5% | -10.0% |
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