+142.4%
AMT vs SPYG
+393.2%
-250.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +1.5% | +2.3% | -0.8% | +0.4% |
| 30D | +6.8% | -6.5% | +13.3% | +9.9% |
| 3M | +11.2% | -6.8% | +18.1% | +14.6% |
| 6M | +12.5% | -3.1% | +15.6% | +13.0% |
| YTD | +12.5% | +8.0% | +4.5% | +6.4% |
| 1Y | +10.1% | +10.2% | -0.1% | +2.9% |
| 3Y | +16.0% | +91.0% | -75.0% | -26.4% |
| 5Y | -17.2% | +67.7% | -84.9% | -43.5% |
| All | +142.4% | +393.2% | -250.7% | -26.5% |
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