-4.5%
AMT vs TEM
+53.2%
-57.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | -0.2% |
| 7D | +1.5% | -1.1% | +2.5% | +1.4% |
| 30D | +3.7% | +11.3% | -7.6% | +3.8% |
| 3M | -7.2% | +25.5% | -32.7% | -7.0% |
| 6M | -4.2% | +17.1% | -21.3% | -4.0% |
| YTD | +1.9% | +3.8% | -1.9% | +2.0% |
| 1Y | -6.4% | -24.4% | +18.0% | -6.6% |
| All | -4.5% | +53.2% | -57.7% | -3.8% |
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