+144.3%
AMT vs TRU
+238.0%
-93.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.9% | +0.4% |
| 7D | -0.2% | -6.8% | +6.5% | +1.5% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | -8.4% | +13.3% | -21.7% | -11.6% |
| 6M | -6.0% | +3.4% | -9.5% | -7.5% |
| YTD | +2.1% | -6.4% | +8.5% | +2.4% |
| 1Y | -6.4% | -9.7% | +3.3% | -5.7% |
| 3Y | +8.1% | +0.1% | +7.9% | 0.0% |
| 5Y | -31.9% | -34.0% | +2.1% | -29.9% |
| 10Y | +97.1% | +147.9% | -50.8% | +39.1% |
| All | +144.3% | +238.0% | -93.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling