+106.2%
AMT vs SNY
+64.5%
+41.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.1% | -3.3% | +4.5% | +2.3% |
| 30D | +4.4% | -2.2% | +6.5% | +5.1% |
| 3M | -5.2% | -3.0% | -2.1% | -4.3% |
| 6M | -0.8% | +2.7% | -3.6% | -1.9% |
| YTD | +3.3% | -6.8% | +10.1% | +5.2% |
| 1Y | -6.0% | -5.3% | -0.8% | -5.1% |
| 3Y | +9.6% | -9.8% | +19.4% | +10.0% |
| 5Y | -29.2% | +9.7% | -38.9% | -35.9% |
| All | +106.2% | +64.5% | +41.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling