-17.9%
AMT vs SPXU
-84.0%
+66.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.7% |
| 7D | -2.4% | +1.5% | -3.9% | -2.0% |
| 30D | +4.2% | +6.4% | -2.1% | +5.4% |
| 3M | +13.4% | +4.2% | +9.2% | +14.5% |
| 6M | +9.4% | -7.8% | +17.2% | +8.5% |
| YTD | +11.7% | -27.5% | +39.2% | +6.9% |
| 1Y | +7.1% | -27.1% | +34.3% | +2.8% |
| 3Y | +15.1% | -80.8% | +95.9% | -15.4% |
| 5Y | -17.9% | -84.1% | +66.2% | -36.6% |
| All | -17.9% | -84.0% | +66.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling