+263.8%
AMT vs SFM
+40.3%
+223.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| 3M | +11.5% | -43.7% | +55.2% | +16.8% |
| 6M | +6.9% | -37.3% | +44.2% | +10.7% |
| YTD | +10.8% | -38.4% | +49.2% | +14.6% |
| 1Y | +10.3% | -36.9% | +47.2% | +13.8% |
| 3Y | +12.4% | +20.7% | -8.3% | +6.6% |
| 5Y | -20.1% | +103.5% | -123.5% | -28.7% |
| 10Y | +116.8% | +139.7% | -22.9% | +85.7% |
| All | +263.8% | +40.3% | +223.5% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling