-48.5%
TE vs AMT
-7.3%
-41.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | -0.2% | +18.4% | +18.2% |
| 30D | -13.5% | +1.8% | -15.4% | -13.6% |
| 3M | -44.6% | -6.2% | -38.4% | -44.3% |
| 6M | -24.7% | -5.0% | -19.7% | -24.5% |
| YTD | -24.3% | +2.1% | -26.3% | -25.0% |
| 1Y | +155.6% | -5.7% | +161.3% | +155.9% |
| 3Y | -18.3% | +7.9% | -26.2% | -23.2% |
| 5Y | -41.3% | -32.3% | -9.0% | -41.8% |
| All | -48.5% | -7.3% | -41.2% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling