+1,708.9%
TMO vs AMT
+1,310.4%
+398.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +1.5% | +1.8% | -0.3% | +1.1% |
| 3M | +28.5% | -6.2% | +34.7% | +29.9% |
| 6M | +20.4% | -5.0% | +25.4% | +21.1% |
| YTD | +4.3% | +2.1% | +2.2% | +3.2% |
| 1Y | +24.1% | -5.7% | +29.9% | +24.7% |
| 3Y | +17.5% | +7.9% | +9.6% | +13.7% |
| 5Y | +6.8% | -32.3% | +39.1% | +12.8% |
| 10Y | +311.9% | +95.0% | +216.9% | +256.9% |
| All | +1,708.9% | +1,310.4% | +398.5% | +854.0% |
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