-45.9%
SMR vs AMT
-3.0%
-43.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -24.4% | +3.7% | -28.2% | -24.7% |
| 3M | -44.6% | +10.7% | -55.3% | -45.1% |
| 6M | -56.7% | +9.3% | -65.9% | -57.2% |
| YTD | -61.6% | +10.9% | -72.6% | -62.2% |
| 1Y | -82.1% | +10.5% | -92.6% | -82.3% |
| 3Y | +161.5% | +15.5% | +146.0% | +138.2% |
| All | -45.9% | -3.0% | -43.0% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling