-30.9%
AMT vs SPMO
+149.2%
-180.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.5% | +2.7% | -1.3% | +1.1% |
| 30D | +3.7% | +1.1% | +2.7% | +3.6% |
| 3M | -7.2% | +2.0% | -9.2% | -8.1% |
| 6M | -4.2% | +26.5% | -30.7% | -10.2% |
| YTD | +1.9% | +26.5% | -24.6% | -4.7% |
| 1Y | -6.4% | +27.9% | -34.3% | -12.8% |
| 3Y | +7.7% | +160.4% | -152.6% | -32.2% |
| 5Y | -30.9% | +151.5% | -182.4% | -56.4% |
| All | -30.9% | +149.2% | -180.1% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling