-7.3%
AMT vs ET
+35.8%
-43.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.7% | +1.4% | -4.0% | -2.9% |
| 30D | +2.0% | +4.6% | -2.5% | +1.3% |
| 3M | -9.3% | +16.0% | -25.3% | -11.7% |
| 6M | -5.2% | +22.8% | -28.0% | -8.8% |
| YTD | +0.5% | +38.9% | -38.4% | -3.4% |
| 1Y | -7.3% | +34.1% | -41.4% | -10.2% |
| All | -7.3% | +35.8% | -43.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling