+273.1%
TSM vs AMT
-31.6%
+304.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | +4.6% | -1.0% | +3.3% |
| 3M | -3.4% | -8.4% | +5.1% | -2.6% |
| 6M | +20.6% | -6.0% | +26.6% | +21.2% |
| YTD | +41.9% | +2.1% | +39.7% | +41.1% |
| 1Y | +84.4% | -6.4% | +90.7% | +85.0% |
| 3Y | +380.2% | +8.1% | +372.2% | +343.8% |
| All | +273.1% | -31.6% | +304.7% | +277.4% |
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