+311.1%
SPY vs AMT
+134.0%
+177.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -2.4% | +4.2% | -6.6% | -3.7% |
| 3M | -1.2% | +13.4% | -14.6% | -5.1% |
| 6M | +3.3% | +9.4% | -6.1% | -0.4% |
| YTD | +12.3% | +11.7% | +0.6% | +7.0% |
| 1Y | +12.4% | +7.1% | +5.3% | +8.5% |
| 3Y | +78.8% | +15.1% | +63.7% | +61.8% |
| 5Y | +75.2% | -17.9% | +93.0% | +78.6% |
| 10Y | +311.1% | +133.5% | +177.6% | +227.3% |
| All | +311.1% | +134.0% | +177.1% | +227.3% |
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 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