+1,311.4%
AMT vs SPY
+1,098.9%
+212.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 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% | -10.8% |
| 6M | -6.0% | +13.0% | -19.0% | -17.2% |
| YTD | +2.1% | +13.5% | -11.4% | -10.6% |
| 1Y | -6.4% | +20.0% | -26.3% | -22.6% |
| 3Y | +8.1% | +77.2% | -69.1% | -41.9% |
| 5Y | -31.9% | +81.9% | -113.8% | -64.9% |
| 10Y | +97.1% | +314.1% | -216.9% | -58.6% |
| All | +1,311.4% | +1,098.9% | +212.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling