+7.9%
AMT vs TEL
+67.5%
-59.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.2% | -1.4% | +1.3% | -0.1% |
| 30D | +1.8% | -4.9% | +6.7% | +1.9% |
| 3M | -6.2% | +0.1% | -6.3% | -6.3% |
| 6M | -5.0% | +0.4% | -5.3% | -5.1% |
| YTD | +2.1% | -8.9% | +11.0% | +2.2% |
| 1Y | -5.7% | -0.3% | -5.4% | -5.7% |
| 3Y | +7.9% | +67.6% | -59.7% | -4.4% |
| All | +7.9% | +67.5% | -59.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling