-32.3%
AMT vs SYY
+18.1%
-50.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| YTD | +2.1% | +10.7% | -8.6% | -2.4% |
| 1Y | -5.7% | +0.7% | -6.4% | -6.9% |
| 3Y | +7.9% | +24.0% | -16.1% | -1.3% |
| 5Y | -32.3% | +19.3% | -51.6% | -38.0% |
| All | -32.3% | +18.1% | -50.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling