+7.9%
AMT vs SYY
+25.4%
-17.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.2% | -2.8% | +2.6% | +0.7% |
| 30D | +1.8% | -5.3% | +7.1% | +3.6% |
| 3M | -6.2% | +5.1% | -11.3% | -7.8% |
| 6M | -5.0% | -5.0% | 0.0% | -3.9% |
| YTD | +2.1% | +10.7% | -8.6% | -3.1% |
| 1Y | -5.7% | +0.7% | -6.4% | -6.8% |
| 3Y | +7.9% | +24.0% | -16.1% | -6.0% |
| All | +7.9% | +25.4% | -17.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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