+344.9%
TRV vs AMT
+134.2%
+210.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +0.1% | -2.2% | +2.2% | +0.8% |
| 30D | +8.0% | +5.8% | +2.2% | +6.1% |
| 3M | +9.3% | +12.6% | -3.3% | +5.0% |
| 6M | +36.2% | +8.3% | +27.9% | +32.0% |
| YTD | +40.6% | +11.4% | +29.2% | +34.4% |
| 1Y | +43.1% | +7.7% | +35.3% | +38.2% |
| 3Y | +149.6% | +14.8% | +134.8% | +130.6% |
| 5Y | +181.6% | -18.0% | +199.6% | +188.8% |
| All | +344.9% | +134.2% | +210.7% | +263.2% |
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