-10.4%
AMT vs EXE
+192.2%
-202.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | +1.8% | +6.4% | -4.5% | +1.2% |
| 3M | -6.2% | +9.2% | -15.4% | -7.0% |
| 6M | -5.0% | -7.0% | +2.0% | -4.6% |
| YTD | +2.1% | -9.5% | +11.5% | +2.6% |
| 1Y | -5.7% | +6.2% | -12.0% | -6.8% |
| 3Y | +7.9% | +20.7% | -12.8% | +4.4% |
| 5Y | -32.3% | +103.6% | -136.0% | -36.5% |
| All | -10.4% | +192.2% | -202.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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