+1,444.4%
AMT vs FE
+488.3%
+956.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | -0.5% | +2.2% | +1.9% |
| 30D | +4.5% | +4.3% | +0.1% | +2.5% |
| 3M | +13.8% | +0.4% | +13.4% | +13.6% |
| 6M | +10.0% | +6.9% | +3.1% | +6.7% |
| YTD | +11.8% | +8.0% | +3.7% | +7.8% |
| 1Y | +10.2% | +4.8% | +5.4% | +7.7% |
| 3Y | +15.1% | +49.0% | -33.8% | -4.1% |
| 5Y | -18.8% | +46.2% | -65.0% | -31.9% |
| 10Y | +133.7% | +120.9% | +12.8% | +59.5% |
| All | +1,444.4% | +488.3% | +956.1% | +727.0% |
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