-28.0%
AMTM vs SPY
+31.9%
-59.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -2.8% | -2.7% | -0.1% | +0.3% |
| 30D | +14.8% | -5.4% | +20.2% | +22.5% |
| 3M | -10.9% | -4.1% | -6.8% | -6.5% |
| 6M | -14.6% | +0.7% | -15.3% | -15.8% |
| YTD | -26.7% | +8.7% | -35.4% | -34.7% |
| 1Y | -2.5% | +10.9% | -13.4% | -15.1% |
| All | -28.0% | +31.9% | -59.9% | -53.0% |
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