+118.5%
SPOT vs AMT
-20.6%
+139.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.5% | +0.4% | +2.2% | +2.5% |
| 30D | +15.1% | +3.7% | +11.4% | +14.0% |
| 3M | +24.8% | +10.7% | +14.1% | +21.2% |
| 6M | +45.8% | +9.3% | +36.5% | +41.7% |
| YTD | +4.9% | +10.9% | -6.1% | +1.1% |
| 1Y | -1.3% | +10.5% | -11.8% | -4.7% |
| 3Y | +257.7% | +15.5% | +242.2% | +222.8% |
| 5Y | +118.5% | -20.6% | +139.1% | +130.3% |
| All | +118.5% | -20.6% | +139.1% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling