+95.0%
AMT vs ESI
+307.6%
-212.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | +5.4% | -5.5% | -0.9% |
| 30D | +1.8% | -4.2% | +6.0% | +2.4% |
| 3M | -6.2% | -9.6% | +3.4% | -5.6% |
| 6M | -5.0% | +18.3% | -23.3% | -9.3% |
| YTD | +2.1% | +45.8% | -43.8% | -6.4% |
| 1Y | -5.7% | +39.2% | -44.9% | -13.2% |
| 3Y | +7.9% | +86.3% | -78.3% | -8.3% |
| 5Y | -32.3% | +76.2% | -108.5% | -42.8% |
| 10Y | +95.0% | +306.8% | -211.8% | +35.8% |
| All | +95.0% | +307.6% | -212.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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