+66.7%
SNXX vs AMT
+12.5%
+54.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.0% | -19.8% | -8.0% |
| 7D | -47.8% | +6.0% | -53.8% | -40.4% |
| 30D | -66.0% | +20.1% | -86.1% | -50.5% |
| 3M | -57.5% | +12.4% | -69.9% | -45.9% |
| 6M | -66.7% | +9.9% | -76.7% | -51.3% |
| All | +66.7% | +12.5% | +54.2% | +151.3% |
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 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