+12.7%
AMT vs TLN
+716.6%
-704.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -4.9% | +0.2% |
| 7D | -2.4% | +15.9% | -18.3% | -1.7% |
| 30D | +4.2% | -0.3% | +4.5% | +4.4% |
| 3M | +13.4% | +5.8% | +7.6% | +14.0% |
| 6M | +9.4% | -1.2% | +10.6% | +9.9% |
| YTD | +11.7% | +1.0% | +10.6% | +12.5% |
| 1Y | +7.1% | +1.1% | +6.0% | +8.0% |
| 3Y | +15.1% | +591.7% | -576.6% | +17.1% |
| All | +12.7% | +716.6% | -704.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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