+133.5%
AMT vs SFM
+140.8%
-7.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.4% |
| 7D | -2.4% | -7.1% | +4.7% | -1.7% |
| 30D | +4.2% | -21.4% | +25.6% | +6.1% |
| 3M | +13.4% | -40.1% | +53.5% | +18.5% |
| 6M | +9.4% | -38.0% | +47.4% | +13.7% |
| YTD | +11.7% | -36.5% | +48.2% | +15.4% |
| 1Y | +7.1% | -35.2% | +42.3% | +10.4% |
| 3Y | +15.1% | +23.5% | -8.4% | +7.8% |
| 5Y | -17.9% | +109.7% | -127.6% | -28.4% |
| 10Y | +133.5% | +132.6% | +1.0% | +92.2% |
| All | +133.5% | +140.8% | -7.2% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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