+16.0%
AMT vs TNA
+138.6%
-122.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +1.5% | +3.7% | -2.2% | +1.4% |
| 30D | +6.8% | +4.4% | +2.4% | +6.6% |
| 3M | +11.2% | -26.7% | +37.9% | +12.2% |
| 6M | +12.5% | -12.8% | +25.3% | +12.6% |
| YTD | +12.5% | +22.7% | -10.2% | +10.7% |
| 1Y | +10.1% | +35.7% | -25.6% | +7.8% |
| 3Y | +16.0% | +134.6% | -118.5% | -1.5% |
| All | +16.0% | +138.6% | -122.6% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling