+2,283.1%
AMT vs SGI
+2,083.6%
+199.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | +8.5% | -8.8% | -1.6% |
| 30D | +4.6% | +0.7% | +4.0% | +4.4% |
| 3M | -8.4% | +0.6% | -9.1% | -9.0% |
| 6M | -6.0% | -17.9% | +11.9% | -3.8% |
| YTD | +2.1% | -21.2% | +23.3% | +4.9% |
| 1Y | -6.4% | -18.9% | +12.5% | -4.6% |
| 3Y | +8.1% | +52.6% | -44.6% | -2.5% |
| 5Y | -31.9% | +60.7% | -92.6% | -40.6% |
| 10Y | +97.1% | +278.1% | -181.0% | +34.3% |
| All | +2,283.1% | +2,083.6% | +199.6% | +685.4% |
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