+11.4%
AMT vs SN
+659.6%
-648.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -2.7% |
| 7D | +0.5% | +7.2% | -6.6% | +0.4% |
| 30D | +13.6% | +20.4% | -6.8% | +13.2% |
| 3M | +11.5% | +23.9% | -12.4% | +11.0% |
| 6M | +6.9% | +93.0% | -86.1% | +5.3% |
| YTD | +10.8% | +99.2% | -88.4% | +9.0% |
| 1Y | +10.3% | +142.6% | -132.3% | +8.1% |
| 3Y | +12.4% | +398.8% | -386.4% | +3.8% |
| All | +11.4% | +659.6% | -648.2% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling