+201.6%
TGT vs AMT
+136.5%
+65.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | +4.7% | +6.8% | -2.1% | +2.5% |
| 3M | +4.6% | +11.2% | -6.7% | +0.9% |
| 6M | +34.9% | +12.5% | +22.4% | +29.2% |
| YTD | +70.9% | +12.5% | +58.4% | +62.9% |
| 1Y | +84.4% | +10.1% | +74.3% | +76.9% |
| 3Y | +69.1% | +16.0% | +53.1% | +54.9% |
| 5Y | -26.9% | -17.2% | -9.8% | -25.9% |
| All | +201.6% | +136.5% | +65.1% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling