-53.2%
TE vs AMT
-7.2%
-45.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -15.9% | +4.6% | -20.5% | -16.2% |
| 3M | -60.5% | -8.4% | -52.1% | -60.2% |
| 6M | -35.2% | -6.0% | -29.2% | -34.9% |
| YTD | -31.1% | +2.1% | -33.3% | -31.8% |
| 1Y | +148.6% | -6.4% | +155.0% | +149.3% |
| 3Y | -26.4% | +8.1% | -34.5% | -30.8% |
| 5Y | -48.0% | -31.9% | -16.1% | -48.5% |
| All | -53.2% | -7.2% | -45.9% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling