+1,473.8%
AMT vs TT
+4,130.2%
-2,656.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.2% |
| 7D | +4.4% | -9.0% | +13.3% | +7.9% |
| 30D | +17.7% | -17.6% | +35.4% | +26.1% |
| 3M | +16.7% | -18.7% | +35.3% | +25.4% |
| 6M | +11.1% | -17.4% | +28.6% | +17.3% |
| YTD | +13.9% | +1.5% | +12.3% | +10.2% |
| 1Y | +12.5% | -9.4% | +21.9% | +13.6% |
| 3Y | +13.2% | +85.1% | -71.9% | -17.1% |
| 5Y | -17.9% | +125.7% | -143.6% | -45.4% |
| 10Y | +122.8% | +757.3% | -634.5% | -18.4% |
| All | +1,473.8% | +4,130.2% | -2,656.4% | +109.1% |
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