-85.6%
SMR vs AMT
+13.5%
-99.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -3.8% |
| 7D | -9.5% | +6.0% | -15.6% | -8.7% |
| 30D | -33.2% | +20.1% | -53.3% | -31.4% |
| 3M | -45.9% | +12.4% | -58.3% | -45.0% |
| 6M | -57.9% | +9.9% | -67.8% | -57.0% |
| YTD | -63.8% | +14.4% | -78.2% | -63.5% |
| 1Y | -85.6% | +12.4% | -98.0% | -85.2% |
| All | -85.6% | +13.5% | -99.1% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling