-31.3%
AMT vs SMTC
+91.8%
-123.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.3% |
| 7D | -0.2% | +12.7% | -13.0% | -0.5% |
| 30D | +4.6% | +22.0% | -17.3% | +3.9% |
| 3M | -8.4% | -12.7% | +4.2% | -8.3% |
| 6M | -6.0% | +64.8% | -70.8% | -8.7% |
| YTD | +2.1% | +100.7% | -98.6% | -1.8% |
| 1Y | -6.4% | +146.9% | -153.3% | -11.1% |
| 3Y | +8.1% | +456.8% | -448.8% | -11.4% |
| All | -31.3% | +91.8% | -123.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling