+16.0%
AMT vs SN
+440.0%
-424.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.9% |
| 7D | +1.5% | +1.5% | 0.0% | +1.5% |
| 30D | +6.8% | +21.5% | -14.7% | +6.5% |
| 3M | +11.2% | +20.0% | -8.8% | +10.9% |
| 6M | +12.5% | +119.9% | -107.4% | +10.8% |
| YTD | +12.5% | +102.3% | -89.8% | +11.0% |
| 1Y | +10.1% | +148.0% | -137.9% | +8.5% |
| 3Y | +16.0% | +450.0% | -434.0% | 0.0% |
| All | +16.0% | +440.0% | -424.0% | 0.0% |
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