+4.4%
TLT vs AMT
+16.0%
-11.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.0% | -2.4% | +1.3% | -0.6% |
| 30D | +3.7% | +4.2% | -0.5% | +2.9% |
| 3M | -0.8% | +13.4% | -14.2% | -3.1% |
| 6M | -3.6% | +9.4% | -13.0% | -5.5% |
| YTD | -3.9% | +11.7% | -15.6% | -6.6% |
| 1Y | -6.2% | +7.1% | -13.4% | -7.9% |
| All | +4.4% | +16.0% | -11.7% | -2.8% |
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 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