-30.9%
AMT vs ET
+242.4%
-273.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | +3.7% | +5.3% | -1.6% | +3.0% |
| 3M | -7.2% | +15.6% | -22.8% | -9.0% |
| 6M | -4.2% | +20.6% | -24.8% | -6.6% |
| YTD | +1.9% | +38.5% | -36.6% | -2.5% |
| 1Y | -6.4% | +35.7% | -42.1% | -10.2% |
| 3Y | +7.7% | +98.4% | -90.6% | -5.6% |
| 5Y | -30.9% | +245.3% | -276.2% | -42.4% |
| All | -30.9% | +242.4% | -273.2% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling