+9.1%
TE vs AMT
+16.9%
-7.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -2.7% |
| 7D | -19.1% | +1.5% | -20.6% | -18.7% |
| 30D | -34.1% | +6.8% | -41.0% | -32.7% |
| 3M | -60.1% | +11.2% | -71.3% | -58.8% |
| 6M | -66.0% | +12.5% | -78.4% | -64.4% |
| YTD | -71.4% | +12.5% | -83.9% | -69.8% |
| 1Y | -45.3% | +10.1% | -55.4% | -42.4% |
| 3Y | +9.1% | +16.0% | -6.9% | +11.0% |
| All | +9.1% | +16.9% | -7.8% | +11.0% |
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 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