+142.4%
AMT vs ETR
+378.9%
-236.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.5% | +1.2% | +0.4% | +0.9% |
| 30D | +6.8% | +7.0% | -0.2% | +3.0% |
| 3M | +11.2% | +4.6% | +6.6% | +8.4% |
| 6M | +12.5% | +0.1% | +12.3% | +11.8% |
| YTD | +12.5% | +23.2% | -10.7% | -0.6% |
| 1Y | +10.1% | +20.6% | -10.5% | -1.7% |
| 3Y | +16.0% | +156.3% | -140.2% | -35.6% |
| 5Y | -17.2% | +159.6% | -176.8% | -54.7% |
| All | +142.4% | +378.9% | -236.5% | -2.4% |
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