+328.6%
TMO vs AMT
+109.6%
+219.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.1% |
| 7D | -0.6% | +1.1% | -1.8% | -1.1% |
| 30D | +1.1% | +4.4% | -3.2% | -0.5% |
| 3M | +28.3% | -5.2% | +33.5% | +30.3% |
| 6M | +23.3% | -0.8% | +24.1% | +22.6% |
| YTD | +5.5% | +3.3% | +2.2% | +2.7% |
| 1Y | +24.5% | -6.0% | +30.6% | +25.7% |
| 3Y | +19.6% | +9.6% | +10.0% | +9.4% |
| 5Y | +8.1% | -29.2% | +37.4% | +18.2% |
| All | +328.6% | +109.6% | +219.0% | +242.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling