+2,557.4%
AMT vs SGI
+2,021.1%
+536.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | 0.0% |
| 7D | +4.4% | +5.3% | -1.0% | +3.5% |
| 30D | +17.7% | +8.2% | +9.6% | +16.1% |
| 3M | +16.7% | -2.2% | +18.9% | +16.8% |
| 6M | +11.1% | -8.4% | +19.6% | +11.8% |
| YTD | +13.9% | -23.4% | +37.3% | +17.4% |
| 1Y | +12.5% | -14.0% | +26.5% | +13.5% |
| 3Y | +13.2% | +78.8% | -65.6% | -0.5% |
| 5Y | -17.9% | +58.6% | -76.5% | -28.3% |
| 10Y | +122.8% | +427.8% | -305.0% | +43.5% |
| All | +2,557.4% | +2,021.1% | +536.3% | +778.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling