+128.4%
TLT vs AMT
+11,826.3%
-11,697.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.2% |
| 30D | +3.7% | +4.5% | -0.7% | +3.9% |
| 3M | -0.7% | +13.8% | -14.5% | -0.2% |
| 6M | -4.2% | +10.0% | -14.2% | -3.8% |
| YTD | -4.0% | +11.8% | -15.7% | -3.5% |
| 1Y | -5.8% | +10.2% | -16.1% | -5.4% |
| 3Y | +4.1% | +15.1% | -11.0% | +4.9% |
| 5Y | -34.8% | -18.8% | -16.0% | -35.3% |
| 10Y | -12.3% | +133.7% | -146.0% | -6.9% |
| All | +128.4% | +11,826.3% | -11,697.9% | +183.4% |
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