+15.1%
AMT vs SN
+431.1%
-416.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | +1.6% | +7.6% | -5.9% | +1.5% |
| 30D | +4.5% | +22.4% | -18.0% | +4.2% |
| 3M | +13.8% | +21.7% | -7.9% | +13.5% |
| 6M | +10.0% | +102.8% | -92.8% | +8.6% |
| YTD | +11.8% | +102.4% | -90.7% | +10.3% |
| 1Y | +10.2% | +139.0% | -128.7% | +8.6% |
| 3Y | +15.1% | +440.4% | -425.2% | -0.6% |
| All | +15.1% | +431.1% | -416.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling