+1.5%
SMR vs AMT
-12.1%
+13.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.4% |
| 7D | +4.7% | -2.7% | +7.4% | +5.0% |
| 30D | +3.2% | +2.0% | +1.2% | +3.1% |
| 3M | +9.9% | -9.3% | +19.2% | +11.0% |
| 6M | -15.1% | -5.2% | -9.9% | -14.8% |
| YTD | -27.9% | +0.5% | -28.4% | -28.4% |
| 1Y | -70.2% | -7.3% | -63.0% | -70.1% |
| 3Y | +72.5% | +6.2% | +66.2% | +58.0% |
| All | +1.5% | -12.1% | +13.6% | -2.1% |
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