-18.8%
AMT vs FE
+48.8%
-67.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | -0.5% | +2.2% | +2.0% |
| 30D | +4.5% | +4.3% | +0.1% | +1.6% |
| 3M | +13.8% | +0.4% | +13.4% | +13.4% |
| 6M | +10.0% | +6.9% | +3.1% | +5.0% |
| YTD | +11.8% | +8.0% | +3.7% | +5.6% |
| 1Y | +10.2% | +4.8% | +5.4% | +6.2% |
| 3Y | +15.1% | +49.0% | -33.8% | -14.2% |
| 5Y | -18.8% | +46.2% | -65.0% | -37.4% |
| All | -18.8% | +48.8% | -67.7% | -37.4% |
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