-7.3%
AMT vs SPXS
-34.6%
+27.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -2.7% | +6.4% | -9.1% | -2.9% |
| 30D | +2.0% | +6.0% | -4.0% | +1.8% |
| 3M | -9.3% | -11.6% | +2.4% | -8.9% |
| 6M | -5.2% | -28.7% | +23.5% | -5.7% |
| YTD | +0.5% | -26.3% | +26.7% | -0.2% |
| 1Y | -7.3% | -34.9% | +27.6% | -5.9% |
| All | -7.3% | -34.6% | +27.3% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling