-11.4%
TEAM vs AMT
+10.5%
-21.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.7% | -13.5% | -15.9% |
| 7D | -19.8% | +0.5% | -20.4% | -19.8% |
| 30D | -21.5% | +13.6% | -35.1% | -22.2% |
| 3M | +39.5% | +11.5% | +28.0% | +38.5% |
| 6M | +73.1% | +6.9% | +66.1% | +71.8% |
| YTD | -5.2% | +10.8% | -16.0% | -5.9% |
| 1Y | -1.6% | +10.3% | -11.9% | -2.3% |
| 3Y | -11.4% | +12.4% | -23.9% | -24.2% |
| All | -11.4% | +10.5% | -21.9% | -24.2% |
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