+1,473.8%
AMT vs FE
+490.3%
+983.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | +17.7% | +6.4% | +11.3% | +14.5% |
| 3M | +16.7% | -0.5% | +17.1% | +16.9% |
| 6M | +11.1% | +4.7% | +6.4% | +8.7% |
| YTD | +13.9% | +8.4% | +5.5% | +9.6% |
| 1Y | +12.5% | +7.2% | +5.3% | +8.8% |
| 3Y | +13.2% | +44.9% | -31.7% | -4.6% |
| 5Y | -17.9% | +46.3% | -64.2% | -31.1% |
| 10Y | +122.8% | +110.3% | +12.6% | +55.2% |
| All | +1,473.8% | +490.3% | +983.5% | +741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling