+281.9%
NEE vs AMT
+116.9%
+165.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +12.3% | +3.7% | +8.5% | +10.2% |
| 3M | +3.4% | +10.7% | -7.3% | -2.2% |
| 6M | -5.3% | +9.3% | -14.6% | -10.7% |
| YTD | +10.6% | +10.9% | -0.4% | +2.9% |
| 1Y | +6.5% | +10.5% | -4.1% | -0.9% |
| 3Y | +73.5% | +15.5% | +58.0% | +54.4% |
| 5Y | +17.0% | -20.6% | +37.5% | +25.1% |
| 10Y | +281.9% | +124.5% | +157.3% | +165.3% |
| All | +281.9% | +116.9% | +165.0% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling