+3.0%
AMT vs TLN
+602.5%
-599.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | +0.1% |
| 7D | -0.2% | +10.9% | -11.1% | +0.3% |
| 30D | +1.8% | -6.3% | +8.2% | +1.6% |
| 3M | -6.2% | -10.7% | +4.5% | -6.5% |
| 6M | -5.0% | +1.6% | -6.6% | -4.6% |
| YTD | +2.1% | -13.1% | +15.1% | +1.9% |
| 1Y | -5.7% | -15.1% | +9.3% | -5.8% |
| 3Y | +7.9% | +495.0% | -487.1% | +8.7% |
| All | +3.0% | +602.5% | -599.5% | -0.6% |
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