+1,414.7%
TGT vs AMT
+1,433.3%
-18.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +11.7% | +10.7% | +0.9% | +9.2% |
| 6M | +34.7% | +9.3% | +25.5% | +31.9% |
| YTD | +74.4% | +10.9% | +63.4% | +69.7% |
| 1Y | +89.2% | +10.5% | +78.7% | +84.2% |
| 3Y | +73.4% | +15.5% | +57.8% | +65.4% |
| 5Y | -24.0% | -20.6% | -3.4% | -22.4% |
| 10Y | +225.5% | +124.5% | +101.0% | +169.4% |
| All | +1,414.7% | +1,433.3% | -18.6% | +682.8% |
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