+105.4%
AMT vs TD
+295.5%
-190.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +2.2% |
| 30D | +3.7% | -1.6% | +5.3% | +4.3% |
| 3M | -7.2% | +4.6% | -11.8% | -9.2% |
| 6M | -4.2% | +26.8% | -31.0% | -13.1% |
| YTD | +1.9% | +28.3% | -26.4% | -8.2% |
| 1Y | -6.4% | +60.4% | -66.8% | -23.0% |
| 3Y | +7.7% | +125.7% | -118.0% | -23.9% |
| 5Y | -30.9% | +122.4% | -153.3% | -51.4% |
| 10Y | +105.4% | +297.1% | -191.7% | +6.2% |
| All | +105.4% | +295.5% | -190.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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