+2,486.2%
AMT vs SGI
+1,905.4%
+580.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.8% |
| 7D | +0.5% | +1.0% | -0.4% | +0.4% |
| 30D | +13.6% | +3.9% | +9.7% | +12.8% |
| 3M | +11.5% | -0.8% | +12.3% | +11.4% |
| 6M | +6.9% | -18.0% | +24.9% | +9.5% |
| YTD | +10.8% | -27.6% | +38.4% | +15.3% |
| 1Y | +10.3% | -27.2% | +37.6% | +14.5% |
| 3Y | +12.4% | +76.0% | -63.6% | -0.9% |
| 5Y | -20.1% | +50.0% | -70.0% | -29.5% |
| 10Y | +116.8% | +399.1% | -282.2% | +40.9% |
| All | +2,486.2% | +1,905.4% | +580.7% | +762.9% |
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