+78.0%
SPYM vs AMT
+16.9%
+61.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +2.6% | +1.5% | +1.0% | +2.5% |
| 30D | -2.0% | +6.8% | -8.8% | -2.0% |
| 3M | -2.8% | +11.2% | -14.0% | -2.9% |
| 6M | +2.2% | +12.5% | -10.3% | +2.0% |
| YTD | +11.5% | +12.5% | -1.0% | +11.4% |
| 1Y | +13.5% | +10.1% | +3.4% | +13.4% |
| 3Y | +78.0% | +16.0% | +62.0% | +71.8% |
| All | +78.0% | +16.9% | +61.1% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling