+140.1%
AMT vs SPMO
+469.5%
-329.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.2% | +9.8% | -11.9% | -6.0% |
| 30D | +5.8% | -9.2% | +15.0% | +9.6% |
| 3M | +12.6% | -11.0% | +23.5% | +17.5% |
| 6M | +8.3% | -6.6% | +14.9% | +8.3% |
| YTD | +11.4% | +13.3% | -1.9% | +0.2% |
| 1Y | +7.7% | +12.7% | -4.9% | -2.9% |
| 3Y | +14.8% | +127.5% | -112.7% | -37.2% |
| 5Y | -18.0% | +117.4% | -135.3% | -54.0% |
| All | +140.1% | +469.5% | -329.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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