+251.0%
SPOT vs AMT
+52.4%
+198.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -6.5% | +1.5% | -8.0% | -6.8% |
| 30D | +2.2% | +3.7% | -1.6% | +1.3% |
| 3M | +5.4% | -7.2% | +12.6% | +7.2% |
| 6M | -4.0% | -4.2% | +0.1% | -3.3% |
| YTD | -9.9% | +1.9% | -11.8% | -10.9% |
| 1Y | -27.3% | -6.4% | -20.9% | -26.6% |
| 3Y | +236.4% | +7.7% | +228.7% | +217.3% |
| 5Y | +112.6% | -30.9% | +143.5% | +125.3% |
| All | +251.0% | +52.4% | +198.6% | +204.4% |
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