+31.7%
SPGI vs AMT
+10.5%
+21.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | +18.4% | +13.6% | +4.8% | +14.8% |
| 3M | +15.7% | +11.5% | +4.2% | +12.7% |
| 6M | +17.3% | +6.9% | +10.3% | +15.1% |
| YTD | -4.7% | +10.8% | -15.6% | -7.4% |
| 1Y | +1.8% | +10.3% | -8.5% | -1.0% |
| 3Y | +31.7% | +12.4% | +19.3% | +26.1% |
| All | +31.7% | +10.5% | +21.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling