-48.0%
SMR vs AMT
-2.3%
-45.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.1% |
| 30D | -21.9% | +4.2% | -26.1% | -22.2% |
| 3M | -47.1% | +13.4% | -60.5% | -47.7% |
| 6M | -60.6% | +9.4% | -70.0% | -61.1% |
| YTD | -63.1% | +11.7% | -74.8% | -63.6% |
| 1Y | -80.4% | +7.1% | -87.6% | -80.6% |
| 3Y | +150.2% | +15.1% | +135.2% | +128.8% |
| All | -48.0% | -2.3% | -45.7% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling