+94.2%
AMT vs TMF
-87.2%
+181.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | +4.6% | -2.8% | +7.5% | +4.8% |
| 3M | -8.4% | -10.9% | +2.5% | -7.8% |
| 6M | -6.0% | -21.3% | +15.3% | -4.5% |
| YTD | +2.1% | -15.9% | +18.0% | +3.3% |
| 1Y | -6.4% | -15.7% | +9.4% | -5.4% |
| 3Y | +8.1% | -43.4% | +51.4% | +10.4% |
| 5Y | -31.9% | -87.8% | +55.8% | -33.6% |
| All | +94.2% | -87.2% | +181.4% | +90.8% |
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