+1,431.6%
AMT vs SPG
+2,990.3%
-1,558.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +0.5% | +4.9% | -4.4% | -1.1% |
| 30D | +13.6% | +15.6% | -2.0% | +8.2% |
| 3M | +11.5% | +4.1% | +7.4% | +10.0% |
| 6M | +6.9% | +13.6% | -6.6% | +2.3% |
| YTD | +10.8% | +27.5% | -16.7% | +1.9% |
| 1Y | +10.3% | +32.2% | -21.9% | +0.2% |
| 3Y | +12.4% | +126.0% | -113.6% | -16.1% |
| 5Y | -20.1% | +74.7% | -94.8% | -35.9% |
| 10Y | +116.8% | +112.8% | +4.0% | +42.1% |
| All | +1,431.6% | +2,990.3% | -1,558.7% | +129.4% |
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