+100.6%
AMT vs TSEM
+1,289.9%
-1,189.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.3% |
| 7D | -2.7% | +0.9% | -3.6% | -2.7% |
| 30D | +2.0% | -16.6% | +18.7% | +2.7% |
| 3M | -9.3% | -10.9% | +1.6% | -9.4% |
| 6M | -5.2% | +78.0% | -83.3% | -10.3% |
| YTD | +0.5% | +77.2% | -76.7% | -5.3% |
| 1Y | -7.3% | +207.6% | -214.8% | -16.6% |
| 3Y | +6.2% | +637.8% | -631.6% | -14.6% |
| 5Y | -31.2% | +617.0% | -648.2% | -45.3% |
| All | +100.6% | +1,289.9% | -1,189.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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