+100.6%
AMT vs TNA
+84.1%
+16.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -2.7% | -7.6% | +4.9% | -1.7% |
| 30D | +2.0% | -13.6% | +15.7% | +4.0% |
| 3M | -9.3% | +2.8% | -12.1% | -10.1% |
| 6M | -5.2% | +34.5% | -39.7% | -10.2% |
| YTD | +0.5% | +41.0% | -40.6% | -6.0% |
| 1Y | -7.3% | +52.0% | -59.3% | -14.8% |
| 3Y | +6.2% | +103.5% | -97.2% | -13.3% |
| 5Y | -31.2% | -22.5% | -8.7% | -38.9% |
| All | +100.6% | +84.1% | +16.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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