-4.9%
EQT vs AMT
+13.5%
-18.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.5% |
| 7D | -6.6% | +6.0% | -12.6% | -7.1% |
| 30D | +2.7% | +20.1% | -17.4% | +0.9% |
| 3M | -0.2% | +12.4% | -12.6% | -1.3% |
| 6M | -10.6% | +9.9% | -20.5% | -11.5% |
| YTD | -1.2% | +14.4% | -15.5% | -2.6% |
| 1Y | -4.9% | +12.4% | -17.3% | -5.3% |
| All | -4.9% | +13.5% | -18.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling