+2.7%
AMT vs SN
+490.7%
-488.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.0% |
| 7D | -0.2% | -9.3% | +9.1% | 0.0% |
| 30D | +4.6% | -4.8% | +9.4% | +4.7% |
| 3M | -8.4% | +40.4% | -48.9% | -9.3% |
| 6M | -6.0% | +50.9% | -57.0% | -7.1% |
| YTD | +2.1% | +54.9% | -52.8% | +0.9% |
| 1Y | -6.4% | +43.0% | -49.4% | -7.4% |
| 3Y | +8.1% | +391.8% | -383.8% | -0.4% |
| All | +2.7% | +490.7% | -488.0% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling