+133.5%
AMT vs ES
+92.3%
+41.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +4.2% | +6.7% | -2.5% | +0.2% |
| 3M | +13.4% | +0.3% | +13.1% | +13.0% |
| 6M | +9.4% | +7.4% | +2.0% | +4.6% |
| YTD | +11.7% | +8.4% | +3.3% | +5.9% |
| 1Y | +7.1% | +0.6% | +6.5% | +5.2% |
| 3Y | +15.1% | +50.6% | -35.5% | -14.4% |
| 5Y | -17.9% | +4.8% | -22.7% | -23.4% |
| 10Y | +133.5% | +93.1% | +40.4% | +55.9% |
| All | +133.5% | +92.3% | +41.2% | +55.9% |
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