+1,311.4%
AMT vs TD
+3,283.2%
-1,971.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +4.6% | +0.4% | +4.2% | +4.3% |
| 3M | -8.4% | +7.6% | -16.1% | -12.4% |
| 6M | -6.0% | +25.0% | -31.0% | -17.0% |
| YTD | +2.1% | +31.0% | -28.9% | -12.1% |
| 1Y | -6.4% | +65.2% | -71.6% | -28.9% |
| 3Y | +8.1% | +122.5% | -114.4% | -31.1% |
| 5Y | -31.9% | +124.8% | -156.7% | -57.6% |
| 10Y | +97.1% | +298.2% | -201.1% | -15.3% |
| All | +1,311.4% | +3,283.2% | -1,971.9% | +59.5% |
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