+795.1%
AMT vs LYV
+1,446.2%
-651.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -2.7% | -4.2% | +1.5% | -1.8% |
| 30D | +2.0% | -7.2% | +9.3% | +3.6% |
| 3M | -9.3% | +1.5% | -10.8% | -9.7% |
| 6M | -5.2% | +2.7% | -8.0% | -6.2% |
| YTD | +0.5% | +19.4% | -18.9% | -3.8% |
| 1Y | -7.3% | -0.5% | -6.8% | -8.0% |
| 3Y | +6.2% | +110.1% | -103.9% | -11.9% |
| 5Y | -31.2% | +97.6% | -128.8% | -44.0% |
| 10Y | +102.5% | +560.2% | -457.7% | +13.6% |
| All | +795.1% | +1,446.2% | -651.1% | +278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling