+35.1%
AMT vs EQX
+226.7%
-191.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -1.0% |
| 7D | -2.7% | -7.0% | +4.3% | -2.2% |
| 30D | +2.0% | +4.8% | -2.8% | +1.6% |
| 3M | -9.3% | +25.6% | -34.9% | -11.0% |
| 6M | -5.2% | -25.8% | +20.6% | -3.8% |
| YTD | +0.5% | -12.7% | +13.2% | +0.4% |
| 1Y | -7.3% | +14.1% | -21.3% | -9.6% |
| 3Y | +6.2% | +165.7% | -159.5% | -5.6% |
| 5Y | -31.2% | +81.2% | -112.4% | -39.4% |
| All | +35.1% | +226.7% | -191.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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