+2.1%
AMT vs ROIV
+298.6%
-296.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.4% | +9.5% | -11.8% | -2.9% |
| 30D | +4.2% | +21.0% | -16.8% | +3.1% |
| 3M | +13.4% | +18.7% | -5.3% | +12.2% |
| 6M | +9.4% | +44.5% | -35.1% | +6.8% |
| YTD | +11.7% | +92.9% | -81.2% | +7.0% |
| 1Y | +7.1% | +100.2% | -93.1% | +2.3% |
| 3Y | +15.1% | +375.0% | -360.0% | +4.0% |
| 5Y | -17.9% | +435.2% | -453.0% | -29.6% |
| All | +2.1% | +298.6% | -296.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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