-24.0%
TGT vs AMT
-20.6%
-3.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +4.7% | +0.4% | +4.4% | +4.7% |
| 30D | +8.0% | +3.7% | +4.3% | +6.8% |
| 3M | +11.7% | +10.7% | +0.9% | +8.1% |
| 6M | +34.7% | +9.3% | +25.5% | +30.4% |
| YTD | +74.4% | +10.9% | +63.4% | +67.1% |
| 1Y | +89.2% | +10.5% | +78.7% | +81.4% |
| 3Y | +73.4% | +15.5% | +57.8% | +56.3% |
| 5Y | -24.0% | -20.6% | -3.4% | -22.9% |
| All | -24.0% | -20.6% | -3.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling