+2,155.1%
SO vs AMT
+1,473.8%
+681.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +0.4% | +4.4% | -4.0% | -0.1% |
| 30D | +9.2% | +17.7% | -8.5% | +7.3% |
| 3M | +1.1% | +16.7% | -15.6% | -0.6% |
| 6M | -1.1% | +11.1% | -12.2% | -2.3% |
| YTD | +9.7% | +13.9% | -4.2% | +7.9% |
| 1Y | +5.5% | +12.5% | -7.0% | +3.9% |
| 3Y | +47.0% | +13.2% | +33.9% | +44.6% |
| 5Y | +77.6% | -17.9% | +95.5% | +79.2% |
| 10Y | +181.0% | +122.8% | +58.2% | +166.2% |
| All | +2,155.1% | +1,473.8% | +681.3% | +1,671.5% |
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