+1,431.6%
AMT vs TT
+4,230.8%
-2,799.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.6% |
| 7D | +0.5% | -2.0% | +2.5% | +1.2% |
| 30D | +13.6% | -14.0% | +27.6% | +19.7% |
| 3M | +11.5% | -15.9% | +27.3% | +18.2% |
| 6M | +6.9% | -17.3% | +24.3% | +12.8% |
| YTD | +10.8% | +4.0% | +6.9% | +6.2% |
| 1Y | +10.3% | -7.1% | +17.4% | +10.3% |
| 3Y | +12.4% | +90.2% | -77.8% | -18.6% |
| 5Y | -20.1% | +131.1% | -151.2% | -47.4% |
| 10Y | +116.8% | +777.7% | -660.9% | -21.3% |
| All | +1,431.6% | +4,230.8% | -2,799.2% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling