+8.0%
TMO vs AMT
-32.2%
+40.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | +1.5% | -1.9% | -0.9% |
| 30D | +1.0% | +3.7% | -2.7% | -0.2% |
| 3M | +22.7% | -7.2% | +29.9% | +25.2% |
| 6M | +19.0% | -4.2% | +23.2% | +19.9% |
| YTD | +4.7% | +1.9% | +2.9% | +2.8% |
| 1Y | +26.0% | -6.4% | +32.4% | +27.3% |
| 3Y | +18.0% | +7.7% | +10.3% | +8.4% |
| 5Y | +8.0% | -30.9% | +38.9% | +19.4% |
| All | +8.0% | -32.2% | +40.2% | +19.4% |
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 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