+1,431.6%
AMT vs LEN
+874.8%
+556.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.9% |
| 7D | +0.5% | +2.1% | -1.5% | -0.1% |
| 30D | +13.6% | +16.6% | -3.0% | +8.9% |
| 3M | +11.5% | +5.3% | +6.2% | +9.4% |
| 6M | +6.9% | -0.8% | +7.7% | +5.9% |
| YTD | +10.8% | -11.7% | +22.6% | +12.6% |
| 1Y | +10.3% | -24.6% | +34.9% | +16.5% |
| 3Y | +12.4% | -18.7% | +31.1% | +14.1% |
| 5Y | -20.1% | -4.4% | -15.6% | -23.6% |
| 10Y | +116.8% | +152.2% | -35.4% | +47.5% |
| All | +1,431.6% | +874.8% | +556.8% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling