+100.6%
AMT vs SPMO
+514.3%
-413.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.0% | -0.7% | +2.7% | +2.2% |
| 3M | -9.3% | +2.8% | -12.1% | -12.0% |
| 6M | -5.2% | +24.4% | -29.7% | -17.4% |
| YTD | +0.5% | +24.2% | -23.7% | -12.6% |
| 1Y | -7.3% | +24.5% | -31.8% | -19.7% |
| 3Y | +6.2% | +155.6% | -149.3% | -44.8% |
| 5Y | -31.2% | +148.2% | -179.4% | -63.8% |
| All | +100.6% | +514.3% | -413.8% | -36.0% |
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