+7.1%
AMT vs SPXS
-28.0%
+35.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -2.4% | +1.5% | -3.8% | -2.4% |
| 30D | +4.2% | +6.3% | -2.1% | +4.1% |
| 3M | +13.4% | +4.2% | +9.2% | +13.2% |
| 6M | +9.4% | -7.9% | +17.3% | +10.1% |
| YTD | +11.7% | -27.5% | +39.2% | +10.0% |
| 1Y | +7.1% | -27.0% | +34.2% | +6.1% |
| All | +7.1% | -28.0% | +35.1% | +6.1% |
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