-16.6%
TLT vs AMT
+113.8%
-130.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +6.2% | +13.6% | -7.4% | +5.3% |
| 3M | +0.1% | +11.5% | -11.4% | -0.7% |
| 6M | -3.0% | +6.9% | -9.9% | -3.5% |
| YTD | -2.7% | +10.8% | -13.6% | -3.5% |
| 1Y | -4.8% | +10.3% | -15.2% | -5.6% |
| 3Y | +6.9% | +12.4% | -5.5% | +6.2% |
| 5Y | -34.5% | -20.1% | -14.4% | -35.6% |
| All | -16.6% | +113.8% | -130.4% | -27.0% |
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