+14.9%
AMT vs LVS
-11.5%
+26.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | +5.8% | +7.1% | -1.3% | +5.4% |
| 3M | +12.6% | -13.2% | +25.8% | +13.2% |
| 6M | +8.3% | -22.8% | +31.1% | +9.3% |
| YTD | +11.4% | -38.0% | +49.4% | +13.4% |
| 1Y | +7.7% | -39.5% | +47.2% | +9.7% |
| All | +14.9% | -11.5% | +26.4% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling