+67.6%
SPY vs AMT
-20.2%
+87.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | -5.4% | +13.6% | -19.0% | -7.7% |
| 3M | -4.1% | +11.5% | -15.6% | -6.2% |
| 6M | +0.7% | +6.9% | -6.2% | -1.0% |
| YTD | +8.7% | +10.8% | -2.2% | +5.6% |
| 1Y | +10.9% | +10.3% | +0.6% | +7.8% |
| 3Y | +75.0% | +12.4% | +62.6% | +62.5% |
| All | +67.6% | -20.2% | +87.8% | +74.2% |
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