-20.3%
AMT vs ES
+1.4%
-21.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.2% |
| 7D | +0.5% | +1.9% | -1.3% | -0.4% |
| 30D | +13.6% | +7.1% | +6.6% | +9.5% |
| 3M | +11.5% | -1.9% | +13.4% | +12.5% |
| 6M | +6.9% | +4.4% | +2.6% | +4.3% |
| YTD | +10.8% | +7.3% | +3.5% | +6.2% |
| 1Y | +10.3% | +2.1% | +8.2% | +7.6% |
| 3Y | +12.4% | +41.8% | -29.4% | -12.3% |
| All | -20.3% | +1.4% | -21.8% | -20.0% |
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 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