+197.1%
AMT vs ESI
+224.6%
-27.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.6% |
| 30D | +4.6% | -5.9% | +10.5% | +5.3% |
| 3M | -8.4% | -14.1% | +5.6% | -7.3% |
| 6M | -6.0% | +6.6% | -12.6% | -8.2% |
| YTD | +2.1% | +45.0% | -42.9% | -4.7% |
| 1Y | -6.4% | +41.5% | -47.8% | -12.6% |
| 3Y | +8.1% | +78.8% | -70.7% | -4.3% |
| 5Y | -31.9% | +70.9% | -102.8% | -40.0% |
| 10Y | +97.1% | +317.1% | -220.0% | +48.2% |
| All | +197.1% | +224.6% | -27.5% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling