-0.5%
AMT vs GEHC
+34.3%
-34.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +0.4% | +5.6% | -5.3% | -0.5% |
| 30D | +3.7% | +27.9% | -24.2% | -0.1% |
| 3M | +10.7% | +17.1% | -6.4% | +8.0% |
| 6M | +9.3% | +32.5% | -23.3% | +4.6% |
| YTD | +10.9% | +2.7% | +8.3% | +9.4% |
| 1Y | +10.5% | +15.3% | -4.7% | +7.2% |
| 3Y | +15.5% | +23.7% | -8.1% | +8.3% |
| All | -0.5% | +34.3% | -34.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling