-32.3%
AMT vs LNG
+218.5%
-250.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.6% |
| 7D | -0.2% | -6.2% | +6.0% | +0.5% |
| 30D | +1.8% | +8.0% | -6.1% | +0.8% |
| 3M | -6.2% | +16.9% | -23.1% | -8.0% |
| 6M | -5.0% | +8.7% | -13.7% | -6.3% |
| YTD | +2.1% | +43.0% | -41.0% | -2.7% |
| 1Y | -5.7% | +19.4% | -25.2% | -8.3% |
| 3Y | +7.9% | +74.7% | -66.8% | -1.3% |
| 5Y | -32.3% | +222.4% | -254.8% | -42.0% |
| All | -32.3% | +218.5% | -250.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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