+235.3%
AMT vs SFM
+132.6%
+102.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +4.6% | -4.4% | +9.0% | +5.0% |
| 3M | -8.4% | +1.5% | -10.0% | -8.8% |
| 6M | -6.0% | +6.5% | -12.5% | -7.0% |
| YTD | +2.1% | +2.2% | 0.0% | +1.3% |
| 1Y | -6.4% | -41.9% | +35.5% | -2.6% |
| 3Y | +8.1% | +106.8% | -98.7% | -2.1% |
| 5Y | -31.9% | +231.6% | -263.5% | -41.7% |
| 10Y | +97.1% | +258.4% | -161.3% | +63.0% |
| All | +235.3% | +132.6% | +102.7% | +181.8% |
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