+124.5%
AMT vs SPG
+117.3%
+7.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +0.4% | +5.1% | -4.7% | -0.7% |
| 30D | +3.7% | +16.8% | -13.1% | +0.3% |
| 3M | +10.7% | +5.7% | +5.1% | +9.4% |
| 6M | +9.3% | +17.8% | -8.5% | +5.4% |
| YTD | +10.9% | +30.1% | -19.2% | +4.7% |
| 1Y | +10.5% | +32.8% | -22.3% | +3.8% |
| 3Y | +15.5% | +137.2% | -121.7% | -4.9% |
| 5Y | -20.6% | +81.5% | -102.0% | -32.1% |
| 10Y | +124.5% | +116.5% | +8.0% | +101.4% |
| All | +124.5% | +117.3% | +7.3% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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