+7.9%
AMT vs TRU
-1.9%
+9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | -0.2% | -7.2% | +7.0% | +0.6% |
| 30D | +1.8% | -2.8% | +4.7% | +2.1% |
| 3M | -6.2% | +13.0% | -19.2% | -7.3% |
| 6M | -5.0% | +0.7% | -5.7% | -5.4% |
| YTD | +2.1% | -9.0% | +11.1% | +2.2% |
| 1Y | -5.7% | -16.3% | +10.6% | -5.1% |
| 3Y | +7.9% | -1.1% | +9.0% | +14.6% |
| All | +7.9% | -1.9% | +9.8% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling