-4.3%
AMT vs TEM
+60.7%
-65.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.2% | +3.2% | -3.4% | -0.1% |
| 30D | +1.8% | +23.5% | -21.7% | +2.0% |
| 3M | -6.2% | +32.3% | -38.5% | -6.0% |
| 6M | -5.0% | +23.0% | -28.0% | -4.8% |
| YTD | +2.1% | +8.9% | -6.8% | +2.2% |
| 1Y | -5.7% | -19.9% | +14.1% | -5.9% |
| All | -4.3% | +60.7% | -65.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling