+779.3%
AMT vs ET
+1,310.3%
-530.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | +6.8% | -2.5% | +9.3% | +7.2% |
| 3M | +11.2% | -4.9% | +16.1% | +12.0% |
| 6M | +12.5% | -0.1% | +12.6% | +12.3% |
| YTD | +12.5% | +26.2% | -13.7% | +7.8% |
| 1Y | +10.1% | +25.2% | -15.0% | +5.6% |
| 3Y | +16.0% | +84.2% | -68.2% | +2.8% |
| 5Y | -17.2% | +216.1% | -233.2% | -33.8% |
| 10Y | +135.2% | +160.7% | -25.4% | +81.3% |
| All | +779.3% | +1,310.3% | -530.9% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling