-30.9%
AMT vs SPYG
+83.9%
-114.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +3.7% | -1.7% | +5.4% | +4.2% |
| 3M | -7.2% | +3.6% | -10.8% | -8.3% |
| 6M | -4.2% | +16.6% | -20.8% | -8.6% |
| YTD | +1.9% | +13.4% | -11.5% | -2.2% |
| 1Y | -6.4% | +19.6% | -26.0% | -11.8% |
| 3Y | +7.7% | +99.8% | -92.0% | -23.1% |
| 5Y | -30.9% | +85.0% | -115.9% | -50.8% |
| All | -30.9% | +83.9% | -114.8% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling