+133.7%
AMT vs FE
+110.9%
+22.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +1.6% | -0.5% | +2.2% | +1.9% |
| 30D | +4.5% | +4.3% | +0.1% | +2.1% |
| 3M | +13.8% | +0.4% | +13.4% | +13.5% |
| 6M | +10.0% | +6.9% | +3.1% | +6.0% |
| YTD | +11.8% | +8.0% | +3.7% | +6.9% |
| 1Y | +10.2% | +4.8% | +5.4% | +7.1% |
| 3Y | +15.1% | +49.0% | -33.8% | -7.7% |
| 5Y | -18.8% | +46.2% | -65.0% | -34.3% |
| 10Y | +133.7% | +120.9% | +12.8% | +61.2% |
| All | +133.7% | +110.9% | +22.8% | +61.2% |
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