+140.1%
AMT vs TRGP
+819.3%
-679.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.4% |
| 7D | -2.2% | +9.0% | -11.2% | -2.8% |
| 30D | +5.8% | +1.5% | +4.3% | +5.6% |
| 3M | +12.6% | +10.7% | +1.8% | +11.5% |
| 6M | +8.3% | +17.1% | -8.8% | +6.7% |
| YTD | +11.4% | +63.6% | -52.2% | +6.9% |
| 1Y | +7.7% | +77.0% | -69.2% | +2.7% |
| 3Y | +14.8% | +273.2% | -258.4% | +1.7% |
| 5Y | -18.0% | +508.6% | -526.6% | -30.1% |
| All | +140.1% | +819.3% | -679.2% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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