-20.3%
AMT vs EXPE
+43.3%
-63.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.2% |
| 7D | +0.5% | -9.3% | +9.9% | +1.3% |
| 30D | +13.6% | +0.1% | +13.5% | +13.4% |
| 3M | +11.5% | -15.3% | +26.8% | +12.8% |
| 6M | +6.9% | +5.5% | +1.5% | +6.2% |
| YTD | +10.8% | -8.0% | +18.8% | +10.9% |
| 1Y | +10.3% | +18.9% | -8.6% | +7.6% |
| 3Y | +12.4% | +135.5% | -123.1% | -2.4% |
| All | -20.3% | +43.3% | -63.7% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling