-30.9%
AMT vs TNA
-22.1%
-8.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +0.3% |
| 7D | +1.5% | -3.6% | +5.1% | +1.9% |
| 30D | +3.7% | -10.1% | +13.8% | +5.0% |
| 3M | -7.2% | +2.7% | -9.9% | -7.9% |
| 6M | -4.2% | +38.4% | -42.6% | -9.0% |
| YTD | +1.9% | +45.4% | -43.5% | -4.4% |
| 1Y | -6.4% | +55.9% | -62.3% | -13.6% |
| 3Y | +7.7% | +109.8% | -102.1% | -13.0% |
| 5Y | -30.9% | -22.5% | -8.4% | -40.5% |
| All | -30.9% | -22.1% | -8.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling