+142.4%
AMT vs TT
+725.1%
-582.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +1.5% | +4.0% | -2.5% | +0.4% |
| 30D | +6.8% | -11.3% | +18.1% | +10.0% |
| 3M | +11.2% | -12.3% | +23.5% | +14.8% |
| 6M | +12.5% | -10.8% | +23.3% | +14.5% |
| YTD | +12.5% | +8.2% | +4.3% | +7.2% |
| 1Y | +10.1% | +1.5% | +8.6% | +7.0% |
| 3Y | +16.0% | +91.5% | -75.4% | -13.6% |
| 5Y | -17.2% | +130.2% | -147.4% | -44.2% |
| All | +142.4% | +725.1% | -582.6% | +12.6% |
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