+702.5%
AMT vs TMF
-69.2%
+771.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | +13.6% | +19.7% | -6.1% | +13.7% |
| 3M | +11.5% | -2.1% | +13.6% | +11.4% |
| 6M | +6.9% | -13.4% | +20.4% | +6.8% |
| YTD | +10.8% | -16.7% | +27.6% | +10.7% |
| 1Y | +10.3% | -23.3% | +33.7% | +10.1% |
| 3Y | +12.4% | -24.8% | +37.2% | +12.7% |
| 5Y | -20.1% | -88.0% | +68.0% | -28.3% |
| 10Y | +116.8% | -84.7% | +201.6% | +101.7% |
| All | +702.5% | -69.2% | +771.7% | +781.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling