+7.0%
AMT vs LEN
-22.2%
+29.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -0.2% | -3.2% | +3.0% | +0.6% |
| 30D | +4.6% | -4.9% | +9.5% | +5.8% |
| 3M | -8.4% | -8.5% | 0.0% | -6.9% |
| 6M | -6.0% | -20.7% | +14.6% | -0.8% |
| YTD | +2.1% | -17.4% | +19.5% | +6.3% |
| 1Y | -6.4% | -38.2% | +31.9% | +5.3% |
| All | +7.0% | -22.2% | +29.2% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling