+112.7%
AMT vs ES
+85.7%
+27.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.0% |
| 7D | +0.5% | +1.9% | -1.3% | -0.6% |
| 30D | +13.6% | +7.1% | +6.6% | +9.1% |
| 3M | +11.5% | -1.9% | +13.4% | +12.6% |
| 6M | +6.9% | +4.4% | +2.6% | +4.0% |
| YTD | +10.8% | +7.3% | +3.5% | +5.6% |
| 1Y | +10.3% | +2.1% | +8.2% | +7.3% |
| 3Y | +12.4% | +41.8% | -29.4% | -13.3% |
| 5Y | -20.1% | +1.4% | -21.5% | -23.9% |
| All | +112.7% | +85.7% | +27.0% | +39.9% |
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