+9.4%
AMT vs SMTC
-0.6%
+10.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | +0.8% |
| 7D | -2.4% | +12.9% | -15.2% | -1.0% |
| 30D | +4.2% | -25.6% | +29.8% | +2.5% |
| 3M | +13.4% | -4.5% | +18.0% | +14.9% |
| 6M | +9.4% | -8.3% | +17.7% | +11.2% |
| All | +9.4% | -0.6% | +10.0% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling