+210.0%
TGT vs AMT
+134.0%
+76.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +0.5% | -2.4% | +2.8% | +1.2% |
| 30D | +6.7% | +4.2% | +2.4% | +5.3% |
| 3M | +8.4% | +13.4% | -5.0% | +4.0% |
| 6M | +40.7% | +9.4% | +31.3% | +36.0% |
| YTD | +72.2% | +11.7% | +60.6% | +64.6% |
| 1Y | +86.2% | +7.1% | +79.0% | +80.2% |
| 3Y | +68.8% | +15.1% | +53.7% | +55.1% |
| 5Y | -25.2% | -17.9% | -7.3% | -23.9% |
| 10Y | +210.0% | +133.5% | +76.5% | +155.5% |
| All | +210.0% | +134.0% | +76.1% | +155.5% |
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