+1,311.4%
AMT vs SPG
+2,703.4%
-1,392.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | +4.6% | -6.8% | +11.5% | +7.1% |
| 3M | -8.4% | +2.7% | -11.1% | -9.4% |
| 6M | -6.0% | +5.5% | -11.5% | -7.8% |
| YTD | +2.1% | +15.7% | -13.6% | -3.0% |
| 1Y | -6.4% | +20.9% | -27.2% | -12.4% |
| 3Y | +8.1% | +112.4% | -104.3% | -17.6% |
| 5Y | -31.9% | +101.4% | -133.3% | -48.0% |
| 10Y | +97.1% | +60.6% | +36.5% | +43.8% |
| All | +1,311.4% | +2,703.4% | -1,392.1% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling