-5.7%
AMT vs ESI
+39.5%
-45.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -0.2% | +5.4% | -5.5% | +0.2% |
| 30D | +1.8% | -4.2% | +6.0% | +1.6% |
| 3M | -6.2% | -9.6% | +3.4% | -7.0% |
| 6M | -5.0% | +18.3% | -23.3% | -7.4% |
| YTD | +2.1% | +45.8% | -43.8% | -0.6% |
| 1Y | -5.7% | +39.2% | -44.9% | -8.5% |
| All | -5.7% | +39.5% | -45.3% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling