+124.5%
AMT vs RL
+397.7%
-273.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.6% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +3.7% | +7.3% | -3.6% | +2.8% |
| 3M | +10.7% | +1.0% | +9.7% | +10.4% |
| 6M | +9.3% | +11.8% | -2.5% | +7.4% |
| YTD | +10.9% | +13.6% | -2.7% | +8.6% |
| 1Y | +10.5% | +24.0% | -13.5% | +7.0% |
| 3Y | +15.5% | +256.6% | -241.0% | -5.7% |
| 5Y | -20.6% | +240.2% | -260.8% | -36.1% |
| 10Y | +124.5% | +373.0% | -248.4% | +65.9% |
| All | +124.5% | +397.7% | -273.1% | +65.9% |
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