+1,443.4%
AMT vs TD
+3,381.0%
-1,937.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.4% | -3.1% | +0.7% | -0.9% |
| 30D | +4.2% | +6.7% | -2.5% | +0.6% |
| 3M | +13.4% | +3.1% | +10.3% | +11.3% |
| 6M | +9.4% | +17.6% | -8.2% | -0.3% |
| YTD | +11.7% | +34.8% | -23.1% | -5.5% |
| 1Y | +7.1% | +55.6% | -48.5% | -16.0% |
| 3Y | +15.1% | +133.1% | -118.0% | -28.5% |
| 5Y | -17.9% | +104.7% | -122.5% | -46.1% |
| 10Y | +133.5% | +303.6% | -170.0% | -0.4% |
| All | +1,443.4% | +3,381.0% | -1,937.6% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling