+133.5%
AMT vs SPG
+116.4%
+17.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | +2.7% | -5.1% | -3.0% |
| 30D | +4.2% | +16.6% | -12.3% | +0.8% |
| 3M | +13.4% | +8.1% | +5.3% | +11.5% |
| 6M | +9.4% | +19.3% | -10.0% | +5.2% |
| YTD | +11.7% | +31.1% | -19.4% | +5.2% |
| 1Y | +7.1% | +32.8% | -25.6% | +0.6% |
| 3Y | +15.1% | +135.8% | -120.7% | -5.2% |
| 5Y | -17.9% | +85.1% | -103.0% | -30.0% |
| 10Y | +133.5% | +115.9% | +17.6% | +109.6% |
| All | +133.5% | +116.4% | +17.2% | +109.6% |
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