+9.4%
AMT vs TEM
+11.3%
-1.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -10.9% | 0.0% |
| 7D | +0.4% | +7.6% | -7.2% | +0.3% |
| 30D | +3.7% | +19.0% | -15.3% | +3.5% |
| 3M | +10.7% | +62.2% | -51.5% | +9.1% |
| 6M | +9.3% | +69.4% | -60.1% | +7.0% |
| YTD | +10.9% | +43.0% | -32.0% | +10.1% |
| All | +9.4% | +11.3% | -1.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling