-49.5%
SMR vs AMT
-3.1%
-46.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.7% | +18.9% | +16.4% |
| 7D | -9.6% | +0.5% | -10.1% | -9.7% |
| 30D | -33.8% | +13.6% | -47.4% | -34.5% |
| 3M | -46.4% | +11.5% | -57.8% | -46.9% |
| 6M | -62.4% | +6.9% | -69.4% | -62.7% |
| YTD | -64.1% | +10.8% | -75.0% | -64.7% |
| 1Y | -84.3% | +10.3% | -94.7% | -84.5% |
| 3Y | +55.8% | +12.4% | +43.4% | +43.8% |
| All | -49.5% | -3.1% | -46.4% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling