+1,311.4%
AMT vs SMTC
+1,926.8%
-615.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -3.0% |
| 7D | -0.2% | +12.7% | -13.0% | -2.8% |
| 30D | +4.6% | +22.0% | -17.3% | -0.7% |
| 3M | -8.4% | -12.7% | +4.2% | -9.0% |
| 6M | -6.0% | +64.8% | -70.8% | -20.1% |
| YTD | +2.1% | +100.7% | -98.6% | -17.6% |
| 1Y | -6.4% | +146.9% | -153.3% | -28.8% |
| 3Y | +8.1% | +456.8% | -448.8% | -43.1% |
| 5Y | -31.9% | +89.2% | -121.2% | -55.2% |
| 10Y | +97.1% | +426.9% | -329.7% | -12.7% |
| All | +1,311.4% | +1,926.8% | -615.4% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling