-31.3%
AMT vs SPY
+82.0%
-113.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +4.6% | +0.1% | +4.6% | +4.6% |
| 3M | -8.4% | +2.0% | -10.4% | -9.5% |
| 6M | -6.0% | +13.0% | -19.0% | -11.7% |
| YTD | +2.1% | +13.5% | -11.4% | -4.4% |
| 1Y | -6.4% | +20.0% | -26.3% | -15.0% |
| 3Y | +8.1% | +77.2% | -69.1% | -27.3% |
| All | -31.3% | +82.0% | -113.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling