+1,311.4%
AMT vs SM
+405.4%
+906.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +4.6% | +26.3% | -21.7% | +2.3% |
| 3M | -8.4% | +8.7% | -17.1% | -9.4% |
| 6M | -6.0% | +51.7% | -57.7% | -10.2% |
| YTD | +2.1% | +99.0% | -96.9% | -5.0% |
| 1Y | -6.4% | +34.6% | -41.0% | -10.1% |
| 3Y | +8.1% | -7.8% | +15.8% | +5.0% |
| 5Y | -31.9% | +104.8% | -136.7% | -40.8% |
| 10Y | +97.1% | +7.2% | +89.9% | +44.7% |
| All | +1,311.4% | +405.4% | +906.0% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling