-20.3%
AMT vs SFM
+105.4%
-125.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.2% | -2.2% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | +13.6% | -24.8% | +38.4% | +16.2% |
| 3M | +11.5% | -43.7% | +55.2% | +17.3% |
| 6M | +6.9% | -37.3% | +44.2% | +10.9% |
| YTD | +10.8% | -38.4% | +49.2% | +14.8% |
| 1Y | +10.3% | -36.9% | +47.2% | +13.9% |
| 3Y | +12.4% | +20.7% | -8.3% | +1.9% |
| All | -20.3% | +105.4% | -125.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling