-0.3%
SPOT vs AMT
+13.5%
-13.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.4% |
| 7D | +16.6% | +6.0% | +10.5% | +14.6% |
| 30D | +29.9% | +20.1% | +9.8% | +23.8% |
| 3M | +31.3% | +12.4% | +18.9% | +27.1% |
| 6M | +43.2% | +9.9% | +33.3% | +38.9% |
| YTD | +8.1% | +14.4% | -6.3% | +2.7% |
| 1Y | -0.3% | +12.4% | -12.7% | -4.9% |
| All | -0.3% | +13.5% | -13.8% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling