+133.5%
AMT vs TD
+302.8%
-169.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | +4.2% | +6.7% | -2.5% | +1.6% |
| 3M | +13.4% | +3.1% | +10.3% | +11.9% |
| 6M | +9.4% | +17.6% | -8.2% | +2.2% |
| YTD | +11.7% | +34.8% | -23.1% | -1.3% |
| 1Y | +7.1% | +55.6% | -48.5% | -10.6% |
| 3Y | +15.1% | +133.1% | -118.0% | -19.7% |
| 5Y | -17.9% | +104.7% | -122.5% | -40.0% |
| 10Y | +133.5% | +303.6% | -170.0% | +25.6% |
| All | +133.5% | +302.8% | -169.2% | +25.6% |
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