+477.0%
AMT vs TEL
+723.0%
-246.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.2% | +3.0% | -3.2% | -1.2% |
| 30D | +4.6% | -3.9% | +8.6% | +6.0% |
| 3M | -8.4% | -5.1% | -3.3% | -7.5% |
| 6M | -6.0% | +0.6% | -6.6% | -7.7% |
| YTD | +2.1% | -7.3% | +9.4% | +2.7% |
| 1Y | -6.4% | +1.1% | -7.5% | -9.4% |
| 3Y | +8.1% | +63.7% | -55.6% | -16.1% |
| 5Y | -31.9% | +50.7% | -82.6% | -46.3% |
| 10Y | +97.1% | +290.2% | -193.1% | -1.2% |
| All | +477.0% | +723.0% | -246.0% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling