-32.3%
AMT vs TRU
-35.2%
+2.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.5% |
| 7D | -0.2% | -7.2% | +7.0% | +1.3% |
| 30D | +1.8% | -2.8% | +4.7% | +2.4% |
| 3M | -6.2% | +13.0% | -19.2% | -8.6% |
| 6M | -5.0% | +0.7% | -5.7% | -5.6% |
| YTD | +2.1% | -9.0% | +11.1% | +2.9% |
| 1Y | -5.7% | -16.3% | +10.6% | -3.7% |
| 3Y | +7.9% | -1.1% | +9.0% | +2.7% |
| 5Y | -32.3% | -36.0% | +3.7% | -31.0% |
| All | -32.3% | -35.2% | +2.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling