+1,439.7%
AMT vs LNG
+6,420.5%
-4,980.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -2.2% | +10.9% | -13.1% | -2.9% |
| 30D | +5.8% | +8.1% | -2.3% | +5.1% |
| 3M | +12.6% | +15.7% | -3.1% | +11.2% |
| 6M | +8.3% | +27.2% | -18.9% | +6.2% |
| YTD | +11.4% | +60.7% | -49.3% | +7.2% |
| 1Y | +7.7% | +46.3% | -38.6% | +4.4% |
| 3Y | +14.8% | +85.6% | -70.8% | +8.8% |
| 5Y | -18.0% | +211.6% | -229.5% | -25.6% |
| 10Y | +133.0% | +810.9% | -678.0% | +92.1% |
| All | +1,439.7% | +6,420.5% | -4,980.8% | +730.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling