+95.0%
AMT vs SPY
+311.3%
-216.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | +1.8% | -0.9% | +2.8% | +2.5% |
| 3M | -6.2% | +3.9% | -10.1% | -8.8% |
| 6M | -5.0% | +14.5% | -19.5% | -13.6% |
| YTD | +2.1% | +12.9% | -10.9% | -6.5% |
| 1Y | -5.7% | +19.4% | -25.1% | -17.0% |
| 3Y | +7.9% | +78.5% | -70.5% | -32.0% |
| 5Y | -32.3% | +81.8% | -114.1% | -58.4% |
| 10Y | +95.0% | +311.5% | -216.5% | -35.8% |
| All | +95.0% | +311.3% | -216.3% | -35.8% |
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