+4,207.8%
SPGI vs AMT
+1,473.8%
+2,734.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.6% | +4.4% | -1.8% | +1.7% |
| 30D | +19.3% | +17.7% | +1.5% | +15.6% |
| 3M | +15.5% | +16.7% | -1.2% | +12.1% |
| 6M | +18.3% | +11.1% | +7.2% | +15.8% |
| YTD | -3.8% | +13.9% | -17.7% | -6.5% |
| 1Y | +1.3% | +12.5% | -11.2% | -1.3% |
| 3Y | +33.6% | +13.2% | +20.4% | +28.8% |
| 5Y | +13.2% | -17.9% | +31.0% | +15.3% |
| 10Y | +346.3% | +122.8% | +223.5% | +287.9% |
| All | +4,207.8% | +1,473.8% | +2,734.0% | +2,729.1% |
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 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