+736.4%
AMT vs SPXU
-100.0%
+836.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.0% |
| 7D | -2.4% | +1.5% | -3.9% | -1.8% |
| 30D | +4.2% | +6.4% | -2.1% | +6.0% |
| 3M | +13.4% | +4.2% | +9.2% | +15.1% |
| 6M | +9.4% | -7.8% | +17.2% | +8.0% |
| YTD | +11.7% | -27.5% | +39.2% | +4.6% |
| 1Y | +7.1% | -27.1% | +34.3% | +0.7% |
| 3Y | +15.1% | -80.8% | +95.9% | -20.1% |
| 5Y | -17.9% | -84.1% | +66.2% | -39.0% |
| 10Y | +133.5% | -99.5% | +233.0% | -13.1% |
| All | +736.4% | -100.0% | +836.4% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling