+154.5%
SO vs AMT
+94.2%
+60.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -4.6% | +4.6% | -9.2% | -6.7% |
| 3M | -3.0% | -8.4% | +5.4% | +0.6% |
| 6M | -8.3% | -6.0% | -2.2% | -6.4% |
| YTD | +3.5% | +2.1% | +1.4% | +1.1% |
| 1Y | -0.9% | -6.4% | +5.5% | +0.6% |
| 3Y | +45.4% | +8.1% | +37.3% | +33.9% |
| 5Y | +59.6% | -31.9% | +91.5% | +83.4% |
| All | +154.5% | +94.2% | +60.4% | +77.7% |
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 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