+142.4%
AMT vs SGI
+319.5%
-177.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +1.5% | -5.3% | +6.8% | +2.2% |
| 30D | +6.8% | -2.1% | +8.9% | +7.0% |
| 3M | +11.2% | -8.2% | +19.4% | +12.2% |
| 6M | +12.5% | -4.6% | +17.0% | +12.4% |
| YTD | +12.5% | -31.5% | +44.0% | +16.7% |
| 1Y | +10.1% | -30.8% | +40.9% | +14.0% |
| 3Y | +16.0% | +67.2% | -51.2% | +5.8% |
| 5Y | -17.2% | +42.5% | -59.7% | -24.9% |
| All | +142.4% | +319.5% | -177.1% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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