+3.0%
AMT vs TLN
+583.6%
-580.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -0.9% |
| 7D | -0.2% | +7.1% | -7.3% | +0.1% |
| 30D | +4.6% | -3.9% | +8.5% | +4.5% |
| 3M | -8.4% | -16.2% | +7.7% | -9.0% |
| 6M | -6.0% | -5.8% | -0.2% | -5.9% |
| YTD | +2.1% | -15.4% | +17.6% | +1.9% |
| 1Y | -6.4% | -16.7% | +10.3% | -6.5% |
| 3Y | +8.1% | +473.8% | -465.7% | +8.7% |
| All | +3.0% | +583.6% | -580.5% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling