+124.5%
AMT vs ES
+82.6%
+42.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +3.7% | +5.7% | -2.0% | +0.3% |
| 3M | +10.7% | -2.8% | +13.5% | +12.4% |
| 6M | +9.3% | +7.0% | +2.3% | +4.7% |
| YTD | +10.9% | +6.8% | +4.2% | +6.1% |
| 1Y | +10.5% | -0.5% | +11.0% | +9.2% |
| 3Y | +15.5% | +47.2% | -31.6% | -12.8% |
| 5Y | -20.6% | +2.3% | -22.8% | -24.8% |
| 10Y | +124.5% | +85.6% | +38.9% | +51.5% |
| All | +124.5% | +82.6% | +42.0% | +51.5% |
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