+1,053.5%
AMT vs EXPE
+851.4%
+202.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.2% | -9.5% | +9.3% | +1.6% |
| 30D | +4.6% | -6.6% | +11.3% | +5.8% |
| 3M | -8.4% | +31.4% | -39.8% | -13.2% |
| 6M | -6.0% | +35.2% | -41.2% | -11.9% |
| YTD | +2.1% | +5.8% | -3.7% | -0.6% |
| 1Y | -6.4% | +38.7% | -45.1% | -14.0% |
| 3Y | +8.1% | +175.8% | -167.7% | -16.8% |
| 5Y | -31.9% | +111.8% | -143.8% | -47.1% |
| 10Y | +97.1% | +179.7% | -82.6% | +30.3% |
| All | +1,053.5% | +851.4% | +202.0% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling