-76.7%
TE vs AMT
+0.8%
-77.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -10.5% | +0.4% | -10.9% | -10.6% |
| 30D | -32.4% | +3.7% | -36.2% | -32.7% |
| 3M | -60.9% | +10.7% | -71.6% | -61.2% |
| 6M | -62.8% | +9.3% | -72.1% | -63.2% |
| YTD | -65.7% | +10.9% | -76.7% | -66.3% |
| 1Y | -39.9% | +10.5% | -50.4% | -40.9% |
| 3Y | +10.6% | +15.5% | -4.9% | +3.4% |
| 5Y | -79.7% | -20.6% | -59.1% | -80.0% |
| All | -76.7% | +0.8% | -77.5% | -77.1% |
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