+4.0%
AMT vs TEM
+111.1%
-107.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -10.9% | +0.2% |
| 7D | +0.4% | +7.6% | -7.2% | +0.5% |
| 30D | +3.7% | +19.0% | -15.3% | +3.9% |
| 3M | +10.7% | +62.2% | -51.5% | +11.1% |
| 6M | +9.3% | +69.4% | -60.1% | +9.7% |
| YTD | +10.9% | +43.0% | -32.0% | +11.4% |
| 1Y | +10.5% | +18.0% | -7.5% | +10.7% |
| All | +4.0% | +111.1% | -107.1% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling