-29.4%
AMT vs LYV
+93.4%
-122.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -1.9% | +3.1% | +1.4% |
| 30D | +4.4% | -8.2% | +12.5% | +5.7% |
| 3M | -5.2% | -1.3% | -3.9% | -5.1% |
| 6M | -0.8% | +2.6% | -3.4% | -1.5% |
| YTD | +3.3% | +19.4% | -16.1% | +0.2% |
| 1Y | -6.0% | -2.2% | -3.8% | -6.3% |
| 3Y | +9.6% | +106.0% | -96.4% | -6.0% |
| All | -29.4% | +93.4% | -122.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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