+142.4%
AMT vs TTMI
+394.2%
-251.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +1.5% | +11.4% | -9.9% | +0.7% |
| 30D | +6.8% | -28.3% | +35.1% | +8.4% |
| 3M | +11.2% | -46.7% | +57.9% | +15.0% |
| 6M | +12.5% | -56.1% | +68.6% | +17.0% |
| YTD | +12.5% | +7.4% | +5.1% | +4.5% |
| 1Y | +10.1% | +17.4% | -7.3% | +0.7% |
| 3Y | +16.0% | +429.1% | -413.1% | -19.3% |
| 5Y | -17.2% | +418.8% | -435.9% | -43.5% |
| All | +142.4% | +394.2% | -251.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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