+7.4%
AMT vs SITM
+3,319.5%
-3,312.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.2% |
| 7D | +1.5% | +6.6% | -5.1% | +1.2% |
| 30D | +6.8% | -15.3% | +22.1% | +7.4% |
| 3M | +11.2% | -35.4% | +46.6% | +13.0% |
| 6M | +12.5% | -46.8% | +59.3% | +14.9% |
| YTD | +12.5% | +25.9% | -13.4% | +7.9% |
| 1Y | +10.1% | +54.0% | -43.9% | +4.0% |
| 3Y | +16.0% | +315.6% | -299.5% | -4.8% |
| 5Y | -17.2% | +74.4% | -91.6% | -30.2% |
| All | +7.4% | +3,319.5% | -3,312.1% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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