-30.9%
AMT vs TRI
-10.1%
-20.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +1.5% | -8.4% | +9.8% | +3.8% |
| 30D | +3.7% | -6.5% | +10.2% | +5.4% |
| 3M | -7.2% | +18.6% | -25.8% | -12.2% |
| 6M | -4.2% | -10.4% | +6.3% | -2.5% |
| YTD | +1.9% | -23.7% | +25.6% | +11.3% |
| 1Y | -6.4% | -42.5% | +36.1% | +16.2% |
| 3Y | +7.7% | -19.3% | +27.0% | +6.2% |
| 5Y | -30.9% | -9.7% | -21.2% | -40.1% |
| All | -30.9% | -10.1% | -20.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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