+334.3%
SPGI vs AMT
+116.9%
+217.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.9% | +0.4% | -1.2% | -1.0% |
| 30D | +15.5% | +3.7% | +11.8% | +13.5% |
| 3M | +15.7% | +10.7% | +4.9% | +10.2% |
| 6M | +19.1% | +9.3% | +9.8% | +13.5% |
| YTD | -4.1% | +10.9% | -15.0% | -9.8% |
| 1Y | +1.2% | +10.5% | -9.3% | -4.8% |
| 3Y | +31.6% | +15.5% | +16.0% | +16.4% |
| 5Y | +12.4% | -20.6% | +33.0% | +18.9% |
| 10Y | +334.3% | +124.5% | +209.7% | +235.1% |
| All | +334.3% | +116.9% | +217.4% | +235.1% |
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