-20.3%
AMT vs TMF
-88.0%
+67.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | +13.6% | +19.7% | -6.1% | +9.9% |
| 3M | +11.5% | -2.1% | +13.6% | +11.7% |
| 6M | +6.9% | -13.4% | +20.4% | +9.3% |
| YTD | +10.8% | -16.7% | +27.6% | +14.0% |
| 1Y | +10.3% | -23.3% | +33.7% | +15.1% |
| 3Y | +12.4% | -24.8% | +37.2% | +16.3% |
| All | -20.3% | -88.0% | +67.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling