+166.5%
AMT vs TRU
+243.2%
-76.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.6% |
| 30D | +5.8% | +20.2% | -14.4% | +0.6% |
| 3M | +12.6% | +2.2% | +10.3% | +11.4% |
| 6M | +8.3% | +17.6% | -9.3% | +3.0% |
| YTD | +11.4% | -5.0% | +16.4% | +10.8% |
| 1Y | +7.7% | -1.0% | +8.7% | +5.9% |
| 3Y | +14.8% | +56.5% | -41.7% | -7.3% |
| 5Y | -18.0% | -26.2% | +8.3% | -18.7% |
| 10Y | +133.0% | +184.5% | -51.5% | +58.0% |
| All | +166.5% | +243.2% | -76.6% | +78.1% |
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