-5.7%
AMT vs SM
+46.7%
-52.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +1.8% | +31.5% | -29.7% | +1.3% |
| 3M | -6.2% | +17.3% | -23.5% | -6.8% |
| 6M | -5.0% | +48.5% | -53.5% | -6.0% |
| YTD | +2.1% | +106.3% | -104.2% | -1.3% |
| 1Y | -5.7% | +47.3% | -53.0% | -8.7% |
| All | -5.7% | +46.7% | -52.5% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling