-31.2%
AMT vs SU
+341.5%
-372.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.7% | +1.7% | -4.3% | -2.8% |
| 30D | +2.0% | +9.6% | -7.6% | +1.4% |
| 3M | -9.3% | +11.7% | -21.0% | -10.0% |
| 6M | -5.2% | +21.9% | -27.1% | -6.7% |
| YTD | +0.5% | +58.6% | -58.2% | -2.8% |
| 1Y | -7.3% | +66.5% | -73.8% | -10.6% |
| 3Y | +6.2% | +121.4% | -115.2% | -1.0% |
| 5Y | -31.2% | +355.7% | -386.9% | -36.4% |
| All | -31.2% | +341.5% | -372.7% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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