-9.3%
SSPC vs AMT
+2.6%
-11.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.1% | -12.0% | -11.9% |
| 7D | -13.9% | +0.4% | -14.3% | -13.6% |
| 30D | +14.3% | +3.7% | +10.6% | +14.4% |
| 3M | -35.2% | +10.7% | -45.9% | -33.5% |
| All | -9.3% | +2.6% | -11.9% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling