-32.3%
AMT vs LEN
-12.1%
-20.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.7% |
| 30D | +1.8% | -8.9% | +10.7% | +4.6% |
| 3M | -6.2% | -10.9% | +4.7% | -3.6% |
| 6M | -5.0% | -19.7% | +14.7% | +0.5% |
| YTD | +2.1% | -20.6% | +22.6% | +7.9% |
| 1Y | -5.7% | -42.4% | +36.7% | +9.9% |
| 3Y | +7.9% | -26.5% | +34.5% | +12.3% |
| 5Y | -32.3% | -10.9% | -21.4% | -38.7% |
| All | -32.3% | -12.1% | -20.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling