+142.4%
AMT vs ES
+98.2%
+44.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +1.5% | +2.7% | -1.2% | -0.1% |
| 30D | +6.8% | +7.6% | -0.8% | +2.3% |
| 3M | +11.2% | +0.5% | +10.7% | +10.7% |
| 6M | +12.5% | +7.6% | +4.9% | +7.4% |
| YTD | +12.5% | +10.2% | +2.3% | +5.6% |
| 1Y | +10.1% | +1.8% | +8.3% | +7.4% |
| 3Y | +16.0% | +55.4% | -39.4% | -15.3% |
| 5Y | -17.2% | +7.3% | -24.5% | -23.8% |
| All | +142.4% | +98.2% | +44.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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