+133.5%
AMT vs TT
+748.9%
-615.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.4% |
| 30D | +4.2% | -11.0% | +15.2% | +7.2% |
| 3M | +13.4% | -12.0% | +25.4% | +17.0% |
| 6M | +9.4% | -10.4% | +19.8% | +11.3% |
| YTD | +11.7% | +9.9% | +1.7% | +5.9% |
| 1Y | +7.1% | +1.5% | +5.7% | +4.2% |
| 3Y | +15.1% | +93.7% | -78.6% | -14.6% |
| 5Y | -17.9% | +139.2% | -157.1% | -45.4% |
| 10Y | +133.5% | +741.5% | -608.0% | +6.8% |
| All | +133.5% | +748.9% | -615.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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