+133.7%
AMT vs SM
+4.2%
+129.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | +1.6% | -19.5% | +21.1% | +2.1% |
| 30D | +4.5% | -20.2% | +24.7% | +4.9% |
| 3M | +13.8% | -6.5% | +20.3% | +13.8% |
| 6M | +10.0% | +1.6% | +8.5% | +9.8% |
| YTD | +11.8% | +61.2% | -49.5% | +10.2% |
| 1Y | +10.2% | +65.4% | -55.1% | +8.6% |
| 3Y | +15.1% | -13.0% | +28.2% | +14.4% |
| 5Y | -18.8% | -4.3% | -14.6% | -20.1% |
| 10Y | +133.7% | +3.0% | +130.7% | +100.1% |
| All | +133.7% | +4.2% | +129.5% | +100.1% |
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