+153.1%
TE vs AMT
-6.0%
+159.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +15.0% | +1.5% | +13.5% | +15.6% |
| 30D | -7.5% | +3.7% | -11.3% | -6.0% |
| 3M | -42.0% | -7.2% | -34.8% | -40.6% |
| 6M | -31.4% | -4.2% | -27.3% | -30.2% |
| YTD | -26.5% | +1.9% | -28.4% | -25.2% |
| 1Y | +153.1% | -6.4% | +159.5% | +159.2% |
| All | +153.1% | -6.0% | +159.1% | +159.2% |
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