-23.0%
AMTM vs SPY
+36.3%
-59.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -3.3% |
| 7D | +2.2% | -0.9% | +3.2% | +3.3% |
| 30D | +20.1% | -2.4% | +22.5% | +23.4% |
| 3M | +1.3% | -1.2% | +2.5% | +2.4% |
| 6M | -5.1% | +3.3% | -8.3% | -9.2% |
| YTD | -21.6% | +12.3% | -33.9% | -32.8% |
| 1Y | -1.0% | +12.4% | -13.4% | -15.1% |
| All | -23.0% | +36.3% | -59.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling