-6.0%
AMT vs TTMI
+155.7%
-161.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | -0.3% |
| 7D | +1.5% | +7.5% | -6.0% | +1.8% |
| 30D | +3.7% | -4.5% | +8.2% | +3.7% |
| 3M | -7.2% | -28.5% | +21.3% | -7.6% |
| 6M | -4.2% | +28.4% | -32.5% | -4.4% |
| YTD | +1.9% | +80.1% | -78.2% | +1.6% |
| All | -6.0% | +155.7% | -161.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling