-31.8%
TE vs AMT
+10.5%
-42.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +2.7% |
| 7D | -12.6% | +0.5% | -13.1% | -12.4% |
| 30D | -36.7% | +13.6% | -50.3% | -34.3% |
| 3M | -57.5% | +11.5% | -68.9% | -56.1% |
| 6M | -55.2% | +6.9% | -62.2% | -53.8% |
| YTD | -64.7% | +10.8% | -75.5% | -63.0% |
| 1Y | -35.9% | +10.3% | -46.2% | -32.9% |
| 3Y | -31.8% | +12.4% | -44.2% | -39.8% |
| All | -31.8% | +10.5% | -42.3% | -39.8% |
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 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