+208.2%
TGT vs AMT
+96.3%
+111.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | +1.5% | -5.0% | -4.0% |
| 30D | +4.4% | +3.7% | +0.7% | +3.2% |
| 3M | +25.4% | -7.2% | +32.6% | +27.9% |
| 6M | +33.4% | -4.2% | +37.5% | +34.4% |
| YTD | +65.6% | +1.9% | +63.7% | +63.2% |
| 1Y | +80.3% | -6.4% | +86.7% | +82.2% |
| 3Y | +42.1% | +7.7% | +34.4% | +33.4% |
| 5Y | -25.0% | -30.9% | +5.9% | -19.6% |
| 10Y | +208.2% | +105.4% | +102.8% | +179.5% |
| All | +208.2% | +96.3% | +111.9% | +179.5% |
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