+1,379.4%
TGT vs AMT
+1,439.7%
-60.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.6% | -2.2% | +4.8% | +3.0% |
| 30D | +6.6% | +5.8% | +0.8% | +5.4% |
| 3M | +5.2% | +12.6% | -7.3% | +2.6% |
| 6M | +35.3% | +8.3% | +27.0% | +32.7% |
| YTD | +70.3% | +11.4% | +58.9% | +65.6% |
| 1Y | +81.2% | +7.7% | +73.4% | +77.3% |
| 3Y | +66.9% | +14.8% | +52.1% | +59.5% |
| 5Y | -27.2% | -18.0% | -9.2% | -26.1% |
| 10Y | +206.6% | +133.0% | +73.6% | +152.1% |
| All | +1,379.4% | +1,439.7% | -60.3% | +663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling