+1,036.3%
AMT vs SPXS
-100.0%
+1,136.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +4.6% | +0.8% | +3.8% | +4.9% |
| 3M | -8.4% | -4.7% | -3.7% | -9.4% |
| 6M | -6.0% | -29.6% | +23.6% | -13.5% |
| YTD | +2.1% | -29.8% | +31.9% | -5.9% |
| 1Y | -6.4% | -38.9% | +32.6% | -16.6% |
| 3Y | +8.1% | -79.6% | +87.7% | -25.0% |
| 5Y | -31.9% | -85.9% | +54.0% | -51.9% |
| 10Y | +97.1% | -99.5% | +196.6% | -31.3% |
| All | +1,036.3% | -100.0% | +1,136.3% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling