+6.5%
TLT vs AMT
+10.5%
-4.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +6.2% | +13.6% | -7.4% | +3.7% |
| 3M | -0.3% | +11.5% | -11.8% | -2.4% |
| 6M | -3.4% | +6.9% | -10.3% | -4.9% |
| YTD | -3.1% | +10.8% | -13.9% | -5.7% |
| 1Y | -5.2% | +10.3% | -15.5% | -7.7% |
| 3Y | +6.5% | +12.4% | -5.9% | +0.1% |
| All | +6.5% | +10.5% | -4.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling