+45.2%
SPOT vs AMT
+8.9%
+36.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +13.9% |
| 3M | +24.8% | +10.7% | +14.1% | +21.7% |
| All | +45.2% | +8.9% | +36.3% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling