+264.0%
SPOT vs AMT
+52.7%
+211.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +12.5% | +4.6% | +7.9% | +11.2% |
| 3M | +9.9% | -8.4% | +18.3% | +12.2% |
| 6M | +1.6% | -6.0% | +7.6% | +2.8% |
| YTD | -6.6% | +2.1% | -8.7% | -7.6% |
| 1Y | -22.9% | -6.4% | -16.6% | -22.2% |
| 3Y | +244.3% | +8.1% | +236.2% | +224.4% |
| 5Y | +117.8% | -31.9% | +149.7% | +131.6% |
| All | +264.0% | +52.7% | +211.3% | +215.5% |
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