+142.4%
AMT vs TMF
-82.1%
+224.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.1% |
| 7D | +1.5% | -9.3% | +10.8% | +2.2% |
| 30D | +6.8% | +1.9% | +4.9% | +6.7% |
| 3M | +11.2% | -11.2% | +22.4% | +12.0% |
| 6M | +12.5% | -17.7% | +30.2% | +13.8% |
| YTD | +12.5% | -24.5% | +37.0% | +14.4% |
| 1Y | +10.1% | -29.4% | +39.5% | +12.5% |
| 3Y | +16.0% | -33.4% | +49.4% | +19.0% |
| 5Y | -17.2% | -88.7% | +71.6% | -20.3% |
| All | +142.4% | -82.1% | +224.5% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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