+35.0%
EQT vs AMT
+7.8%
+27.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | +1.0% | +3.7% | -2.7% | +0.6% |
| 3M | +4.0% | -7.2% | +11.2% | +4.7% |
| 6M | -11.7% | -4.2% | -7.5% | -11.4% |
| YTD | +2.8% | +1.9% | +0.9% | +2.4% |
| 1Y | +10.0% | -6.4% | +16.4% | +10.5% |
| All | +35.0% | +7.8% | +27.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling