-31.2%
AMT vs TDY
+34.3%
-65.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | +2.0% | -12.5% | +14.5% | +5.8% |
| 3M | -9.3% | -0.8% | -8.5% | -9.7% |
| 6M | -5.2% | -9.0% | +3.7% | -3.3% |
| YTD | +0.5% | +16.8% | -16.3% | -6.4% |
| 1Y | -7.3% | +9.5% | -16.7% | -11.9% |
| 3Y | +6.2% | +45.4% | -39.2% | -12.5% |
| 5Y | -31.2% | +37.8% | -69.0% | -44.3% |
| All | -31.2% | +34.3% | -65.5% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling