-20.3%
AMT vs SMTC
+13.5%
-33.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.7% | -15.4% | -2.9% |
| 7D | +0.5% | -19.0% | +19.5% | +0.9% |
| 30D | +13.6% | -46.7% | +60.3% | +15.0% |
| 3M | +11.5% | -23.4% | +34.9% | +11.6% |
| 6M | +6.9% | -13.4% | +20.3% | +5.9% |
| YTD | +10.8% | +40.1% | -29.2% | +7.1% |
| 1Y | +10.3% | +47.7% | -37.4% | +6.3% |
| 3Y | +12.4% | +606.9% | -594.5% | -14.6% |
| All | -20.3% | +13.5% | -33.8% | -19.9% |
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