+692.3%
AMT vs TTMI
+262.5%
+429.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.3% | -13.1% | -2.0% |
| 7D | +0.4% | -1.6% | +2.0% | 0.0% |
| 30D | +3.7% | -37.7% | +41.5% | +9.4% |
| 3M | +10.7% | -45.1% | +55.8% | +18.3% |
| 6M | +9.3% | -52.1% | +61.4% | +16.7% |
| YTD | +10.9% | +9.2% | +1.8% | +0.1% |
| 1Y | +10.5% | +12.9% | -2.4% | -1.7% |
| 3Y | +15.5% | +445.5% | -429.9% | -26.5% |
| 5Y | -20.6% | +427.9% | -448.5% | -50.5% |
| 10Y | +124.5% | +449.9% | -325.3% | +30.6% |
| All | +692.3% | +262.5% | +429.8% | +184.5% |
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 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