+95.0%
AMT vs SPG
+61.5%
+33.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +1.8% | -4.9% | +6.8% | +3.0% |
| 3M | -6.2% | +3.3% | -9.5% | -6.9% |
| 6M | -5.0% | +11.2% | -16.2% | -7.2% |
| YTD | +2.1% | +17.1% | -15.0% | -1.5% |
| 1Y | -5.7% | +21.6% | -27.3% | -9.8% |
| 3Y | +7.9% | +111.9% | -103.9% | -9.2% |
| 5Y | -32.3% | +106.9% | -139.3% | -43.3% |
| 10Y | +95.0% | +62.2% | +32.8% | +110.4% |
| All | +95.0% | +61.5% | +33.5% | +110.4% |
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