+222.5%
AMT vs ESI
+182.6%
+39.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | +0.5% | -8.5% | +9.1% | +1.5% |
| 30D | +13.6% | -15.7% | +29.3% | +15.7% |
| 3M | +11.5% | -18.2% | +29.7% | +13.7% |
| 6M | +6.9% | -28.8% | +35.8% | +10.2% |
| YTD | +10.8% | +26.3% | -15.4% | +4.8% |
| 1Y | +10.3% | +18.2% | -7.9% | +5.2% |
| 3Y | +12.4% | +68.1% | -55.7% | -0.3% |
| 5Y | -20.1% | +28.8% | -48.8% | -27.2% |
| 10Y | +116.8% | +329.8% | -213.0% | +62.8% |
| All | +222.5% | +182.6% | +39.8% | +156.2% |
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