-31.3%
AMT vs SPG
+102.5%
-133.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | +4.6% | -6.8% | +11.5% | +7.4% |
| 3M | -8.4% | +2.7% | -11.1% | -9.5% |
| 6M | -6.0% | +5.5% | -11.5% | -8.1% |
| YTD | +2.1% | +15.7% | -13.6% | -3.6% |
| 1Y | -6.4% | +20.9% | -27.2% | -13.2% |
| 3Y | +8.1% | +112.4% | -104.3% | -23.5% |
| All | -31.3% | +102.5% | -133.8% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling