+7.9%
AMT vs TTMI
+857.4%
-849.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | 0.0% |
| 7D | -0.2% | +12.2% | -12.3% | +0.2% |
| 30D | +1.8% | -5.7% | +7.6% | +1.8% |
| 3M | -6.2% | -27.5% | +21.3% | -6.4% |
| 6M | -5.0% | +47.1% | -52.1% | -4.8% |
| YTD | +2.1% | +87.5% | -85.4% | +2.3% |
| 1Y | -5.7% | +175.2% | -181.0% | -4.9% |
| 3Y | +7.9% | +901.9% | -894.0% | -5.3% |
| All | +7.9% | +857.4% | -849.5% | -5.3% |
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