+25.8%
TMO vs AMT
-7.7%
+33.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.4% | -0.2% | -1.1% | -1.3% |
| 30D | +6.2% | +4.6% | +1.6% | +5.8% |
| 3M | +27.5% | -8.4% | +35.9% | +28.4% |
| 6M | +20.0% | -6.0% | +26.0% | +20.5% |
| YTD | +6.1% | +2.1% | +4.0% | +5.5% |
| 1Y | +25.8% | -6.4% | +32.2% | +29.1% |
| All | +25.8% | -7.7% | +33.6% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling