-27.6%
TE vs AMT
+10.0%
-37.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.1% |
| 7D | -4.0% | -0.2% | -3.8% | -4.1% |
| 30D | -15.9% | +4.6% | -20.5% | -15.0% |
| 3M | -60.5% | -8.4% | -52.1% | -60.5% |
| 6M | -35.2% | -6.0% | -29.2% | -35.2% |
| YTD | -31.1% | +2.1% | -33.3% | -30.0% |
| 1Y | +148.6% | -6.4% | +155.0% | +149.7% |
| All | -27.6% | +10.0% | -37.5% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling