+100.6%
AMT vs SPXS
-99.5%
+200.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.0% |
| 7D | -2.7% | +6.4% | -9.1% | -1.4% |
| 30D | +2.0% | +6.0% | -4.0% | +3.4% |
| 3M | -9.3% | -11.6% | +2.4% | -11.6% |
| 6M | -5.2% | -28.7% | +23.5% | -11.5% |
| YTD | +0.5% | -26.3% | +26.7% | -5.3% |
| 1Y | -7.3% | -34.9% | +27.6% | -14.8% |
| 3Y | +6.2% | -79.5% | +85.7% | -23.3% |
| 5Y | -31.2% | -85.9% | +54.7% | -49.7% |
| All | +100.6% | -99.5% | +200.1% | -16.0% |
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