-34.1%
TLT vs AMT
-18.5%
-15.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.0% | -2.4% | +1.3% | -0.6% |
| 30D | +4.1% | +4.2% | -0.1% | +3.3% |
| 3M | -0.4% | +13.4% | -13.8% | -2.7% |
| 6M | -3.2% | +9.4% | -12.5% | -5.1% |
| YTD | -3.5% | +11.7% | -15.2% | -6.0% |
| 1Y | -5.8% | +7.1% | -13.0% | -7.6% |
| 3Y | +4.6% | +15.1% | -10.5% | +0.5% |
| All | -34.1% | -18.5% | -15.6% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling