+9.4%
AMT vs SPXU
-8.8%
+18.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | +4.2% | +6.4% | -2.1% | +3.2% |
| 3M | +13.4% | +4.2% | +9.2% | +12.1% |
| 6M | +9.4% | -7.8% | +17.2% | +12.5% |
| All | +9.4% | -8.8% | +18.2% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling