+95.0%
AMT vs EXPE
+155.3%
-60.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.9% | +7.8% | +0.8% |
| 7D | -0.2% | -9.8% | +9.6% | +0.9% |
| 30D | +1.8% | -11.5% | +13.4% | +3.1% |
| 3M | -6.2% | +21.7% | -27.9% | -8.4% |
| 6M | -5.0% | +10.4% | -15.4% | -6.4% |
| YTD | +2.1% | -2.5% | +4.6% | +1.5% |
| 1Y | -5.7% | +27.3% | -33.1% | -9.6% |
| 3Y | +7.9% | +153.5% | -145.6% | -8.3% |
| 5Y | -32.3% | +91.1% | -123.4% | -42.2% |
| 10Y | +95.0% | +153.1% | -58.1% | +36.3% |
| All | +95.0% | +155.3% | -60.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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