+11.8%
AMT vs TLN
+630.2%
-618.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.8% | -2.4% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | +13.6% | -10.5% | +24.1% | +13.2% |
| 3M | +11.5% | +0.1% | +11.4% | +11.7% |
| 6M | +6.9% | -17.4% | +24.3% | +6.6% |
| YTD | +10.8% | -9.7% | +20.5% | +11.1% |
| 1Y | +10.3% | -12.3% | +22.6% | +10.5% |
| 3Y | +12.4% | +528.3% | -515.9% | +13.7% |
| All | +11.8% | +630.2% | -618.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling