+105.4%
AMT vs ETR
+288.4%
-183.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +3.7% | +2.0% | +1.7% | +2.5% |
| 3M | -7.2% | -1.7% | -5.5% | -6.6% |
| 6M | -4.2% | +3.6% | -7.7% | -6.8% |
| YTD | +1.9% | +18.0% | -16.2% | -7.9% |
| 1Y | -6.4% | +26.2% | -32.6% | -18.7% |
| 3Y | +7.7% | +148.0% | -140.3% | -39.3% |
| 5Y | -30.9% | +126.1% | -157.0% | -59.2% |
| 10Y | +105.4% | +302.3% | -196.9% | -12.5% |
| All | +105.4% | +288.4% | -183.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling