+1,311.4%
AMT vs LEN
+812.2%
+499.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | -8.4% | -8.5% | 0.0% | -6.9% |
| 6M | -6.0% | -20.7% | +14.6% | -1.1% |
| YTD | +2.1% | -17.4% | +19.5% | +6.1% |
| 1Y | -6.4% | -38.2% | +31.9% | +4.5% |
| 3Y | +8.1% | -24.9% | +32.9% | +12.4% |
| 5Y | -31.9% | -11.4% | -20.5% | -33.4% |
| 10Y | +97.1% | +110.0% | -12.9% | +41.3% |
| All | +1,311.4% | +812.2% | +499.2% | +347.3% |
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