+133.5%
AMT vs RL
+347.1%
-213.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.4% | -4.4% | +2.0% | -1.9% |
| 30D | +4.2% | +5.6% | -1.4% | +3.5% |
| 3M | +13.4% | -0.6% | +14.1% | +13.3% |
| 6M | +9.4% | +15.5% | -6.1% | +7.1% |
| YTD | +11.7% | +12.3% | -0.7% | +9.4% |
| 1Y | +7.1% | +19.3% | -12.2% | +4.2% |
| 3Y | +15.1% | +255.5% | -240.5% | -6.3% |
| 5Y | -17.9% | +247.1% | -264.9% | -34.2% |
| 10Y | +133.5% | +346.0% | -212.5% | +76.1% |
| All | +133.5% | +347.1% | -213.6% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling