+100.6%
AMT vs ET
+179.3%
-78.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.7% | +1.4% | -4.0% | -2.8% |
| 30D | +2.0% | +4.6% | -2.5% | +1.5% |
| 3M | -9.3% | +16.0% | -25.3% | -10.7% |
| 6M | -5.2% | +22.8% | -28.0% | -7.3% |
| YTD | +0.5% | +38.9% | -38.4% | -3.0% |
| 1Y | -7.3% | +34.1% | -41.4% | -10.2% |
| 3Y | +6.2% | +98.8% | -92.6% | -2.2% |
| 5Y | -31.2% | +246.8% | -278.0% | -40.4% |
| All | +100.6% | +179.3% | -78.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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