+1,235.6%
AMT vs LVS
+69.2%
+1,166.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | +4.6% | -3.2% | +7.9% | +5.1% |
| 3M | -8.4% | -12.0% | +3.5% | -6.8% |
| 6M | -6.0% | -19.9% | +13.9% | -3.3% |
| YTD | +2.1% | -30.6% | +32.8% | +7.0% |
| 1Y | -6.4% | -17.7% | +11.4% | -4.7% |
| 3Y | +8.1% | -14.2% | +22.3% | +7.6% |
| 5Y | -31.9% | +9.6% | -41.6% | -36.7% |
| 10Y | +97.1% | +5.7% | +91.4% | +76.0% |
| All | +1,235.6% | +69.2% | +1,166.4% | +826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling