+7.7%
AMT vs SFM
-34.4%
+42.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | -2.2% | -0.4% | -1.7% | -2.1% |
| 30D | +5.8% | -19.2% | +25.0% | +7.0% |
| 3M | +12.6% | -40.3% | +52.9% | +17.9% |
| 6M | +8.3% | -40.9% | +49.2% | +13.4% |
| YTD | +11.4% | -35.5% | +46.9% | +12.5% |
| 1Y | +7.7% | -37.4% | +45.2% | +8.2% |
| All | +7.7% | -34.4% | +42.2% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling