+12.2%
NEE vs AMT
-31.6%
+43.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -2.2% | +4.6% | -6.8% | -4.2% |
| 3M | -1.2% | -8.4% | +7.3% | +2.4% |
| 6M | -8.6% | -6.0% | -2.5% | -6.8% |
| YTD | +6.2% | +2.1% | +4.1% | +3.7% |
| 1Y | +21.1% | -6.4% | +27.5% | +23.0% |
| 3Y | +36.4% | +8.1% | +28.3% | +26.6% |
| All | +12.2% | -31.6% | +43.8% | +30.7% |
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