+106.2%
AMT vs TDY
+479.2%
-373.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.5% |
| 7D | +1.1% | -1.1% | +2.3% | +1.5% |
| 30D | +4.4% | -12.0% | +16.4% | +8.0% |
| 3M | -5.2% | -3.2% | -2.0% | -4.7% |
| 6M | -0.8% | -7.9% | +7.0% | +0.7% |
| YTD | +3.3% | +18.2% | -14.9% | -2.9% |
| 1Y | -6.0% | +6.7% | -12.7% | -9.1% |
| 3Y | +9.6% | +47.5% | -38.0% | -5.7% |
| 5Y | -29.2% | +39.5% | -68.7% | -38.7% |
| All | +106.2% | +479.2% | -373.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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