+4.7%
AMT vs TEM
+101.4%
-96.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.7% |
| 7D | +1.6% | +3.5% | -1.9% | +1.7% |
| 30D | +4.5% | +13.5% | -9.1% | +4.6% |
| 3M | +13.8% | +46.3% | -32.5% | +14.1% |
| 6M | +10.0% | +61.5% | -51.5% | +10.5% |
| YTD | +11.8% | +36.4% | -24.6% | +12.1% |
| 1Y | +10.2% | +12.2% | -2.0% | +10.4% |
| All | +4.7% | +101.4% | -96.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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