+828.4%
SPYM vs AMT
+838.8%
-10.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | +4.6% | -4.6% | -1.5% |
| 3M | +2.0% | -8.4% | +10.5% | +4.6% |
| 6M | +13.1% | -6.0% | +19.1% | +14.4% |
| YTD | +13.6% | +2.1% | +11.5% | +11.2% |
| 1Y | +20.1% | -6.4% | +26.4% | +20.9% |
| 3Y | +77.6% | +8.1% | +69.5% | +63.6% |
| 5Y | +82.5% | -31.9% | +114.5% | +97.6% |
| 10Y | +317.6% | +97.1% | +220.5% | +196.5% |
| All | +828.4% | +838.8% | -10.4% | +276.2% |
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 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