+124.5%
AMT vs SM
+4.9%
+119.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.2% |
| 7D | +0.4% | -22.3% | +22.6% | +0.9% |
| 30D | +3.7% | -21.4% | +25.1% | +4.2% |
| 3M | +10.7% | +1.4% | +9.4% | +10.6% |
| 6M | +9.3% | +0.1% | +9.1% | +9.0% |
| YTD | +10.9% | +59.0% | -48.0% | +9.5% |
| 1Y | +10.5% | +64.3% | -53.8% | +8.9% |
| 3Y | +15.5% | -13.1% | +28.7% | +14.7% |
| 5Y | -20.6% | -13.9% | -6.7% | -21.6% |
| 10Y | +124.5% | +1.7% | +122.9% | +92.3% |
| All | +124.5% | +4.9% | +119.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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