+167.6%
AMT vs SPMO
+495.2%
-327.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | +1.5% | +6.3% | -4.8% | -1.1% |
| 30D | +6.8% | -8.9% | +15.7% | +10.5% |
| 3M | +11.2% | -13.2% | +24.4% | +17.3% |
| 6M | +12.5% | -9.3% | +21.7% | +14.0% |
| YTD | +12.5% | +11.6% | +0.9% | +2.0% |
| 1Y | +10.1% | +13.4% | -3.3% | -1.1% |
| 3Y | +16.0% | +122.9% | -106.9% | -35.3% |
| 5Y | -17.2% | +113.9% | -131.1% | -52.8% |
| 10Y | +135.2% | +460.5% | -325.3% | -21.8% |
| All | +167.6% | +495.2% | -327.6% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling