+1,431.6%
AMT vs SPY
+1,047.4%
+384.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -3.0% |
| 7D | +0.5% | -2.7% | +3.2% | +3.0% |
| 30D | +13.6% | -5.4% | +19.0% | +19.3% |
| 3M | +11.5% | -4.1% | +15.6% | +15.6% |
| 6M | +6.9% | +0.7% | +6.2% | +5.0% |
| YTD | +10.8% | +8.7% | +2.2% | +0.8% |
| 1Y | +10.3% | +10.9% | -0.6% | -1.7% |
| 3Y | +12.4% | +75.0% | -62.6% | -39.2% |
| 5Y | -20.1% | +67.8% | -87.9% | -55.4% |
| 10Y | +116.8% | +312.9% | -196.0% | -54.8% |
| All | +1,431.6% | +1,047.4% | +384.2% | +0.7% |
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