+133.5%
AMT vs SPXS
-99.5%
+233.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.9% |
| 7D | -2.4% | +1.5% | -3.8% | -1.9% |
| 30D | +4.2% | +6.3% | -2.1% | +5.9% |
| 3M | +13.4% | +4.2% | +9.2% | +15.0% |
| 6M | +9.4% | -7.9% | +17.3% | +8.1% |
| YTD | +11.7% | -27.5% | +39.2% | +5.3% |
| 1Y | +7.1% | -27.0% | +34.2% | +1.3% |
| 3Y | +15.1% | -80.5% | +95.6% | -18.2% |
| 5Y | -17.9% | -84.0% | +66.1% | -37.8% |
| 10Y | +133.5% | -99.5% | +233.0% | -6.4% |
| All | +133.5% | -99.5% | +233.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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