+551.8%
AMT vs SPYG
+564.9%
-13.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +4.6% | -0.4% | +5.1% | +4.9% |
| 3M | -8.4% | +0.5% | -9.0% | -9.9% |
| 6M | -6.0% | +17.5% | -23.5% | -19.0% |
| YTD | +2.1% | +14.3% | -12.2% | -10.4% |
| 1Y | -6.4% | +21.7% | -28.1% | -22.6% |
| 3Y | +8.1% | +98.6% | -90.6% | -45.4% |
| 5Y | -31.9% | +85.1% | -117.0% | -64.5% |
| 10Y | +97.1% | +412.0% | -314.9% | -62.4% |
| All | +551.8% | +564.9% | -13.1% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling