+124.3%
AMT vs FE
+107.2%
+17.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | +0.5% | 0.0% | +0.6% | +0.6% |
| 30D | +13.6% | +5.2% | +8.4% | +10.6% |
| 3M | +11.5% | 0.0% | +11.5% | +11.4% |
| 6M | +6.9% | +5.0% | +1.9% | +4.0% |
| YTD | +10.8% | +7.9% | +2.9% | +6.1% |
| 1Y | +10.3% | +6.3% | +4.0% | +6.4% |
| 3Y | +12.4% | +46.0% | -33.6% | -9.0% |
| 5Y | -20.1% | +45.6% | -65.7% | -35.2% |
| All | +124.3% | +107.2% | +17.1% | +57.3% |
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