-32.3%
AMT vs ETR
+129.9%
-162.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +1.8% | +1.9% | 0.0% | +1.0% |
| 3M | -6.2% | +1.0% | -7.2% | -6.9% |
| 6M | -5.0% | +4.8% | -9.8% | -7.7% |
| YTD | +2.1% | +19.5% | -17.5% | -6.9% |
| 1Y | -5.7% | +28.1% | -33.8% | -17.1% |
| 3Y | +7.9% | +151.1% | -143.2% | -37.7% |
| 5Y | -32.3% | +125.2% | -157.5% | -57.0% |
| All | -32.3% | +129.9% | -162.3% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling