+245.4%
NEE vs AMT
+94.9%
+150.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -0.2% | +1.8% | -2.1% | -1.3% |
| 3M | +0.5% | -6.2% | +6.7% | +3.2% |
| 6M | -6.5% | -5.0% | -1.5% | -5.2% |
| YTD | +6.7% | +2.1% | +4.6% | +3.9% |
| 1Y | +23.6% | -5.7% | +29.3% | +25.1% |
| 3Y | +37.1% | +7.9% | +29.2% | +26.2% |
| 5Y | +10.9% | -32.3% | +43.3% | +29.8% |
| 10Y | +245.4% | +95.0% | +150.3% | +138.8% |
| All | +245.4% | +94.9% | +150.4% | +138.8% |
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