+666.2%
AMT vs TPR
+8,066.7%
-7,400.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -2.4% | +6.4% | -8.8% | -3.9% |
| 30D | +4.2% | +13.8% | -9.5% | +0.7% |
| 3M | +13.4% | -16.6% | +30.0% | +17.5% |
| 6M | +9.4% | +0.7% | +8.7% | +7.7% |
| YTD | +11.7% | +5.3% | +6.3% | +7.6% |
| 1Y | +7.1% | +32.4% | -25.2% | -2.8% |
| 3Y | +15.1% | +406.4% | -391.3% | -30.5% |
| 5Y | -17.9% | +227.9% | -245.8% | -46.4% |
| 10Y | +133.5% | +371.7% | -238.2% | +14.6% |
| All | +666.2% | +8,066.7% | -7,400.6% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling