+142.4%
AMT vs SPY
+307.0%
-164.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +1.5% | +2.6% | -1.1% | -0.2% |
| 30D | +6.8% | -2.0% | +8.8% | +7.9% |
| 3M | +11.2% | -2.8% | +14.0% | +13.0% |
| 6M | +12.5% | +2.1% | +10.3% | +10.2% |
| YTD | +12.5% | +11.5% | +1.0% | +3.7% |
| 1Y | +10.1% | +13.5% | -3.4% | +0.3% |
| 3Y | +16.0% | +77.7% | -61.7% | -26.9% |
| 5Y | -17.2% | +72.6% | -89.8% | -47.0% |
| All | +142.4% | +307.0% | -164.6% | -18.7% |
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