+133.7%
AMT vs LEN
+147.0%
-13.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +2.1% |
| 7D | +1.6% | +0.7% | +1.0% | +1.4% |
| 30D | +4.5% | +13.0% | -8.5% | +1.1% |
| 3M | +13.8% | +1.9% | +11.9% | +12.6% |
| 6M | +10.0% | -0.7% | +10.8% | +9.0% |
| YTD | +11.8% | -13.8% | +25.6% | +14.2% |
| 1Y | +10.2% | -28.1% | +38.3% | +17.6% |
| 3Y | +15.1% | -22.8% | +38.0% | +18.6% |
| 5Y | -18.8% | -7.4% | -11.5% | -22.1% |
| 10Y | +133.7% | +143.7% | -10.0% | +74.4% |
| All | +133.7% | +147.0% | -13.3% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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