-4.3%
AMT vs TEM
+61.6%
-65.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | +4.6% | +38.4% | -33.7% | +4.9% |
| 3M | -8.4% | +23.7% | -32.1% | -8.3% |
| 6M | -6.0% | +26.0% | -32.0% | -5.8% |
| YTD | +2.1% | +9.4% | -7.3% | +2.3% |
| 1Y | -6.4% | -17.3% | +10.9% | -6.5% |
| All | -4.3% | +61.6% | -65.8% | -3.5% |
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