+3,944.2%
SPGI vs AMT
+1,311.4%
+2,632.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +8.4% | +4.6% | +3.8% | +7.5% |
| 3M | +11.8% | -8.4% | +20.3% | +13.6% |
| 6M | +5.7% | -6.0% | +11.7% | +6.8% |
| YTD | -9.7% | +2.1% | -11.8% | -10.3% |
| 1Y | -12.5% | -6.4% | -6.1% | -11.7% |
| 3Y | +21.8% | +8.1% | +13.8% | +18.5% |
| 5Y | +8.2% | -31.9% | +40.1% | +14.2% |
| 10Y | +309.5% | +97.1% | +212.4% | +264.4% |
| All | +3,944.2% | +1,311.4% | +2,632.9% | +2,613.8% |
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