-20.3%
AMT vs FE
+42.2%
-62.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.7% |
| 7D | +0.5% | -1.0% | +1.6% | +1.2% |
| 30D | +13.6% | +4.1% | +9.5% | +10.6% |
| 3M | +11.5% | -1.0% | +12.5% | +12.1% |
| 6M | +6.9% | +4.0% | +2.9% | +3.9% |
| YTD | +10.8% | +6.8% | +4.0% | +5.6% |
| 1Y | +10.3% | +5.3% | +5.0% | +6.0% |
| 3Y | +12.4% | +44.6% | -32.2% | -14.4% |
| All | -20.3% | +42.2% | -62.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling