+15.2%
AMT vs SPYG
+93.9%
-78.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | +0.2% |
| 7D | -2.4% | -1.5% | -0.9% | -2.5% |
| 30D | +4.2% | -7.2% | +11.4% | +3.2% |
| 3M | +13.4% | -4.6% | +18.1% | +12.8% |
| 6M | +9.4% | -1.2% | +10.6% | +9.6% |
| YTD | +11.7% | +9.3% | +2.4% | +13.0% |
| 1Y | +7.1% | +8.8% | -1.7% | +8.3% |
| All | +15.2% | +93.9% | -78.7% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling