+124.5%
AMT vs SPY
+315.0%
-190.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +3.7% | -3.3% | +7.0% | +5.7% |
| 3M | +10.7% | -2.4% | +13.1% | +12.2% |
| 6M | +9.3% | +2.6% | +6.7% | +6.8% |
| YTD | +10.9% | +11.2% | -0.3% | +2.5% |
| 1Y | +10.5% | +13.4% | -2.9% | +0.7% |
| 3Y | +15.5% | +79.9% | -64.4% | -28.0% |
| 5Y | -20.6% | +72.2% | -92.8% | -49.1% |
| 10Y | +124.5% | +307.3% | -182.8% | -24.2% |
| All | +124.5% | +315.0% | -190.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling