+1,036.3%
AMT vs TNA
+1,004.3%
+32.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +4.6% | -4.9% | +9.5% | +5.4% |
| 3M | -8.4% | +0.4% | -8.8% | -9.2% |
| 6M | -6.0% | +32.5% | -38.6% | -12.0% |
| YTD | +2.1% | +53.7% | -51.6% | -7.4% |
| 1Y | -6.4% | +65.1% | -71.5% | -17.0% |
| 3Y | +8.1% | +98.4% | -90.4% | -15.2% |
| 5Y | -31.9% | -22.5% | -9.4% | -41.0% |
| 10Y | +97.1% | +82.5% | +14.6% | +12.4% |
| All | +1,036.3% | +1,004.3% | +32.0% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling