+2,002.1%
TMO vs AMT
+1,454.7%
+547.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.5% |
| 30D | +4.0% | +6.8% | -2.8% | +2.6% |
| 3M | +17.6% | +11.2% | +6.4% | +14.9% |
| 6M | +57.3% | +12.5% | +44.8% | +52.9% |
| YTD | +21.2% | +12.5% | +8.7% | +17.4% |
| 1Y | +21.1% | +10.1% | +11.0% | +17.8% |
| 3Y | +58.8% | +16.0% | +42.8% | +51.5% |
| 5Y | +11.8% | -17.2% | +29.0% | +13.3% |
| 10Y | +376.2% | +135.2% | +241.0% | +298.0% |
| All | +2,002.1% | +1,454.7% | +547.3% | +985.1% |
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