+148.6%
TE vs AMT
-7.7%
+156.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +0.9% |
| 7D | -4.0% | -0.2% | -3.8% | -4.1% |
| 30D | -15.9% | +4.6% | -20.5% | -14.3% |
| 3M | -60.5% | -8.4% | -52.1% | -59.5% |
| 6M | -35.2% | -6.0% | -29.2% | -34.2% |
| YTD | -31.1% | +2.1% | -33.3% | -30.2% |
| 1Y | +148.6% | -6.4% | +155.0% | +163.8% |
| All | +148.6% | -7.7% | +156.4% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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