+629.3%
AMT vs TTMI
+504.4%
+124.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -2.5% |
| 7D | -0.2% | +5.9% | -6.1% | -1.2% |
| 30D | +4.6% | -4.3% | +8.9% | +4.9% |
| 3M | -8.4% | -32.0% | +23.6% | -4.7% |
| 6M | -6.0% | +19.5% | -25.5% | -12.7% |
| YTD | +2.1% | +82.0% | -79.9% | -12.9% |
| 1Y | -6.4% | +172.6% | -179.0% | -26.8% |
| 3Y | +8.1% | +744.7% | -736.6% | -34.4% |
| 5Y | -31.9% | +805.6% | -837.5% | -60.2% |
| 10Y | +97.1% | +1,057.6% | -960.5% | +2.9% |
| All | +629.3% | +504.4% | +124.9% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling