+100.6%
AMT vs TRU
+144.8%
-44.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | -9.4% | +6.7% | -0.2% |
| 30D | +2.0% | -4.1% | +6.1% | +3.1% |
| 3M | -9.3% | +13.6% | -22.9% | -12.5% |
| 6M | -5.2% | +3.6% | -8.8% | -6.8% |
| YTD | +0.5% | -9.8% | +10.3% | +1.7% |
| 1Y | -7.3% | -13.6% | +6.4% | -5.5% |
| 3Y | +6.2% | -2.0% | +8.2% | -1.4% |
| 5Y | -31.2% | -35.8% | +4.6% | -28.3% |
| All | +100.6% | +144.8% | -44.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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