+1,911.4%
EQT vs AMT
+1,311.4%
+600.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +7.7% | +4.6% | +3.1% | +6.9% |
| 3M | +0.2% | -8.4% | +8.6% | +1.4% |
| 6M | -9.5% | -6.0% | -3.5% | -8.9% |
| YTD | +3.8% | +2.1% | +1.7% | +3.1% |
| 1Y | +7.8% | -6.4% | +14.1% | +8.3% |
| 3Y | +30.1% | +8.1% | +22.1% | +26.8% |
| 5Y | +188.6% | -31.9% | +220.5% | +199.3% |
| 10Y | +54.6% | +97.1% | -42.5% | +36.9% |
| All | +1,911.4% | +1,311.4% | +600.0% | +1,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling