+698.3%
AMT vs ET
+1,435.0%
-736.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | +4.6% | +7.5% | -2.8% | +3.3% |
| 3M | -8.4% | +11.4% | -19.9% | -10.2% |
| 6M | -6.0% | +18.5% | -24.6% | -8.8% |
| YTD | +2.1% | +37.4% | -35.3% | -3.4% |
| 1Y | -6.4% | +30.9% | -37.3% | -10.8% |
| 3Y | +8.1% | +98.7% | -90.7% | -5.4% |
| 5Y | -31.9% | +230.7% | -262.6% | -46.0% |
| 10Y | +97.1% | +175.6% | -78.5% | +50.0% |
| All | +698.3% | +1,435.0% | -736.7% | +107.6% |
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