-47.3%
TE vs AMT
-31.6%
-15.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -15.9% | +4.6% | -20.5% | -16.3% |
| 3M | -60.5% | -8.4% | -52.1% | -60.0% |
| 6M | -35.2% | -6.0% | -29.2% | -34.7% |
| YTD | -31.1% | +2.1% | -33.3% | -32.3% |
| 1Y | +148.6% | -6.4% | +155.0% | +149.7% |
| 3Y | -26.4% | +8.1% | -34.5% | -35.7% |
| All | -47.3% | -31.6% | -15.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling