+100.6%
AMT vs SPYG
+420.3%
-319.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | +2.0% | -1.9% | +3.9% | +3.0% |
| 3M | -9.3% | +5.2% | -14.4% | -12.0% |
| 6M | -5.2% | +15.6% | -20.8% | -12.8% |
| YTD | +0.5% | +12.4% | -12.0% | -6.4% |
| 1Y | -7.3% | +17.5% | -24.7% | -16.0% |
| 3Y | +6.2% | +98.1% | -91.8% | -33.6% |
| 5Y | -31.2% | +84.9% | -116.1% | -55.8% |
| All | +100.6% | +420.3% | -319.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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