+36.2%
TRV vs AMT
-6.0%
+42.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | -2.3% | +3.7% | -6.1% | -3.0% |
| 3M | +22.7% | -7.2% | +29.9% | +23.8% |
| 6M | +21.9% | -4.2% | +26.1% | +21.9% |
| YTD | +27.5% | +1.9% | +25.6% | +26.8% |
| 1Y | +36.2% | -6.4% | +42.6% | +36.2% |
| All | +36.2% | -6.0% | +42.3% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling