+142.4%
AMT vs FE
+126.1%
+16.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +1.5% | +1.2% | +0.3% | +0.8% |
| 30D | +6.8% | +4.5% | +2.3% | +4.3% |
| 3M | +11.2% | +1.3% | +9.9% | +10.4% |
| 6M | +12.5% | +8.7% | +3.8% | +7.4% |
| YTD | +12.5% | +9.2% | +3.3% | +7.0% |
| 1Y | +10.1% | +7.0% | +3.1% | +5.8% |
| 3Y | +16.0% | +51.4% | -35.4% | -7.8% |
| 5Y | -17.2% | +47.7% | -64.9% | -33.3% |
| All | +142.4% | +126.1% | +16.3% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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