+770.8%
AMT vs ET
+1,311.7%
-540.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -2.2% | +3.0% | -5.2% | -2.7% |
| 30D | +5.8% | -3.5% | +9.2% | +6.3% |
| 3M | +12.6% | -5.6% | +18.2% | +13.5% |
| 6M | +8.3% | +0.5% | +7.8% | +8.0% |
| YTD | +11.4% | +26.3% | -14.9% | +6.7% |
| 1Y | +7.7% | +25.7% | -17.9% | +3.3% |
| 3Y | +14.8% | +85.1% | -70.3% | +1.6% |
| 5Y | -18.0% | +216.4% | -234.3% | -34.4% |
| 10Y | +133.0% | +160.9% | -28.0% | +79.5% |
| All | +770.8% | +1,311.7% | -540.9% | +129.4% |
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 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