-18.8%
AMT vs ES
+1.9%
-20.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.6% | +0.9% | +0.8% | +1.2% |
| 30D | +4.5% | +5.9% | -1.5% | +1.3% |
| 3M | +13.8% | -1.0% | +14.8% | +14.3% |
| 6M | +10.0% | +7.2% | +2.9% | +5.9% |
| YTD | +11.8% | +7.0% | +4.8% | +7.3% |
| 1Y | +10.2% | +0.5% | +9.8% | +8.6% |
| 3Y | +15.1% | +48.7% | -33.5% | -13.0% |
| 5Y | -18.8% | +1.9% | -20.8% | -18.1% |
| All | -18.8% | +1.9% | -20.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling