+131.2%
TLT vs AMT
+10,798.8%
-10,667.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.6% | +4.6% | -5.2% | -0.4% |
| 3M | -2.7% | -8.4% | +5.7% | -3.0% |
| 6M | -5.6% | -6.0% | +0.4% | -5.8% |
| YTD | -2.8% | +2.1% | -4.9% | -2.6% |
| 1Y | -1.4% | -6.4% | +4.9% | -1.6% |
| 3Y | -1.6% | +8.1% | -9.6% | -1.0% |
| 5Y | -33.8% | -31.9% | -1.9% | -34.9% |
| 10Y | -21.1% | +97.1% | -118.3% | -16.8% |
| All | +131.2% | +10,798.8% | -10,667.6% | +186.1% |
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 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