+1,473.8%
AMT vs ES
+1,305.1%
+168.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.5% |
| 7D | +4.4% | +5.9% | -1.6% | +1.3% |
| 30D | +17.7% | +10.2% | +7.5% | +12.0% |
| 3M | +16.7% | +0.4% | +16.3% | +16.3% |
| 6M | +11.1% | +6.9% | +4.3% | +7.2% |
| YTD | +13.9% | +10.5% | +3.4% | +7.7% |
| 1Y | +12.5% | +3.2% | +9.3% | +9.4% |
| 3Y | +13.2% | +49.0% | -35.9% | -10.7% |
| 5Y | -17.9% | +4.5% | -22.3% | -22.4% |
| 10Y | +122.8% | +92.3% | +30.5% | +55.8% |
| All | +1,473.8% | +1,305.1% | +168.6% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling