-73.1%
SMR vs AMT
-7.7%
-65.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.8% |
| 7D | +4.4% | -0.2% | +4.6% | +4.3% |
| 30D | +3.4% | +4.6% | -1.2% | +4.7% |
| 3M | -19.2% | -8.4% | -10.7% | -19.5% |
| 6M | -22.6% | -6.0% | -16.6% | -24.1% |
| YTD | -31.5% | +2.1% | -33.7% | -29.4% |
| 1Y | -73.1% | -6.4% | -66.7% | -74.6% |
| All | -73.1% | -7.7% | -65.4% | -74.6% |
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