+15.5%
AMT vs TTMI
+433.5%
-418.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.3% | -13.1% | +0.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +3.7% | -37.7% | +41.5% | +2.3% |
| 3M | +10.7% | -45.1% | +55.8% | +8.9% |
| 6M | +9.3% | -52.1% | +61.4% | +7.3% |
| YTD | +10.9% | +9.2% | +1.8% | +11.0% |
| 1Y | +10.5% | +12.9% | -2.4% | +10.9% |
| 3Y | +15.5% | +445.5% | -429.9% | +4.5% |
| All | +15.5% | +433.5% | -418.0% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling