+204.2%
EQT vs AMT
-31.8%
+236.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | +1.1% | +2.0% | -0.9% | +0.6% |
| 3M | +4.8% | -9.3% | +14.1% | +7.0% |
| 6M | -10.6% | -5.2% | -5.3% | -9.8% |
| YTD | +3.4% | +0.5% | +3.0% | +2.6% |
| 1Y | +8.7% | -7.3% | +15.9% | +9.9% |
| 3Y | +35.0% | +6.2% | +28.7% | +25.9% |
| 5Y | +204.2% | -31.2% | +235.4% | +180.3% |
| All | +204.2% | -31.8% | +236.0% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling