+105.4%
AMT vs TTMI
+1,044.1%
-938.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.1% |
| 7D | +1.5% | +7.5% | -6.0% | +0.9% |
| 30D | +3.7% | -4.5% | +8.2% | +3.9% |
| 3M | -7.2% | -28.5% | +21.3% | -5.5% |
| 6M | -4.2% | +28.4% | -32.5% | -8.8% |
| YTD | +1.9% | +80.1% | -78.2% | -7.4% |
| 1Y | -6.4% | +161.0% | -167.4% | -19.4% |
| 3Y | +7.7% | +862.4% | -854.7% | -26.5% |
| 5Y | -30.9% | +812.9% | -843.8% | -53.4% |
| 10Y | +105.4% | +1,094.7% | -989.3% | +32.1% |
| All | +105.4% | +1,044.1% | -938.7% | +32.1% |
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