+105.4%
AMT vs LEN
+103.7%
+1.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.5% | -3.4% | +4.8% | +2.3% |
| 30D | +3.7% | -5.7% | +9.4% | +5.2% |
| 3M | -7.2% | -12.2% | +5.0% | -4.7% |
| 6M | -4.2% | -18.3% | +14.1% | 0.0% |
| YTD | +1.9% | -20.2% | +22.1% | +6.6% |
| 1Y | -6.4% | -40.1% | +33.7% | +5.0% |
| 3Y | +7.7% | -26.2% | +33.9% | +12.7% |
| 5Y | -30.9% | -9.8% | -21.1% | -32.8% |
| 10Y | +105.4% | +109.1% | -3.8% | +58.5% |
| All | +105.4% | +103.7% | +1.7% | +58.5% |
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