+3.0%
SSPC vs AMT
+2.5%
+0.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.7% | -14.6% | -16.7% |
| 7D | -4.7% | +0.5% | -5.2% | -4.4% |
| 30D | +36.7% | +13.6% | +23.1% | +40.1% |
| 3M | -49.4% | +11.5% | -60.9% | -48.0% |
| All | +3.0% | +2.5% | +0.4% | +17.8% |
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 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 · Available span rolling