+1,401.4%
TGT vs AMT
+1,311.4%
+90.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +12.2% | +4.6% | +7.6% | +11.2% |
| 3M | +33.8% | -8.4% | +42.2% | +36.0% |
| 6M | +39.3% | -6.0% | +45.3% | +40.6% |
| YTD | +72.9% | +2.1% | +70.7% | +71.3% |
| 1Y | +84.6% | -6.4% | +90.9% | +85.9% |
| 3Y | +46.2% | +8.1% | +38.2% | +41.5% |
| 5Y | -21.3% | -31.9% | +10.6% | -17.0% |
| 10Y | +213.5% | +97.1% | +116.4% | +166.2% |
| All | +1,401.4% | +1,311.4% | +90.0% | +690.1% |
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