+142.4%
AMT vs TPR
+364.3%
-221.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +6.8% | +15.1% | -8.3% | +4.9% |
| 3M | +11.2% | +3.5% | +7.7% | +10.6% |
| 6M | +12.5% | +0.4% | +12.0% | +11.7% |
| YTD | +12.5% | +4.6% | +7.9% | +10.6% |
| 1Y | +10.1% | +33.1% | -23.0% | +4.8% |
| 3Y | +16.0% | +396.0% | -380.0% | -11.5% |
| 5Y | -17.2% | +230.3% | -247.4% | -34.3% |
| All | +142.4% | +364.3% | -221.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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