+1,142.6%
AMT vs SPXS
-100.0%
+1,242.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.1% |
| 7D | -2.4% | +1.5% | -3.8% | -1.8% |
| 30D | +4.2% | +6.3% | -2.1% | +6.1% |
| 3M | +13.4% | +4.2% | +9.2% | +15.2% |
| 6M | +9.4% | -7.9% | +17.3% | +7.8% |
| YTD | +11.7% | -27.5% | +39.2% | +4.2% |
| 1Y | +7.1% | -27.0% | +34.2% | +0.3% |
| 3Y | +15.1% | -80.5% | +95.6% | -21.3% |
| 5Y | -17.9% | -84.0% | +66.1% | -39.8% |
| 10Y | +133.5% | -99.5% | +233.0% | -17.8% |
| All | +1,142.6% | -100.0% | +1,242.6% | +27.7% |
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