-8.5%
AMT vs GEHC
+6.6%
-15.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.4% |
| 7D | -0.2% | -5.2% | +5.0% | +0.6% |
| 30D | +1.8% | -7.0% | +8.8% | +2.9% |
| 3M | -6.2% | +3.3% | -9.5% | -6.8% |
| 6M | -5.0% | -10.0% | +5.0% | -4.2% |
| YTD | +2.1% | -18.5% | +20.5% | +4.2% |
| 1Y | -5.7% | -14.4% | +8.7% | -4.6% |
| 3Y | +7.9% | +3.4% | +4.5% | +3.8% |
| All | -8.5% | +6.6% | -15.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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