+82.3%
SPYM vs AMT
-31.2%
+113.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | -0.2% | +0.7% | +0.6% |
| 30D | -0.9% | +1.8% | -2.8% | -1.3% |
| 3M | +3.9% | -6.2% | +10.1% | +5.0% |
| 6M | +14.5% | -5.0% | +19.5% | +15.2% |
| YTD | +13.0% | +2.1% | +10.9% | +11.7% |
| 1Y | +19.4% | -5.7% | +25.2% | +20.0% |
| 3Y | +78.9% | +7.9% | +70.9% | +66.1% |
| 5Y | +82.3% | -32.3% | +114.7% | +97.3% |
| All | +82.3% | -31.2% | +113.5% | +97.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling