-5.7%
AMT vs SGI
-19.6%
+13.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | -0.2% | +9.3% | -9.4% | -0.3% |
| 30D | +1.8% | +6.9% | -5.0% | +1.7% |
| 3M | -6.2% | +2.8% | -9.0% | -6.9% |
| 6M | -5.0% | -12.6% | +7.6% | -5.3% |
| YTD | +2.1% | -21.5% | +23.6% | +1.2% |
| 1Y | -5.7% | -18.8% | +13.0% | -6.6% |
| All | -5.7% | -19.6% | +13.9% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling