+1.5%
AMT vs ROIV
+287.3%
-285.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.1% |
| 7D | +0.4% | +13.3% | -12.9% | -0.3% |
| 30D | +3.7% | +14.8% | -11.0% | +2.9% |
| 3M | +10.7% | +11.9% | -1.2% | +9.9% |
| 6M | +9.3% | +42.4% | -33.1% | +6.7% |
| YTD | +10.9% | +87.4% | -76.5% | +6.4% |
| 1Y | +10.5% | +97.2% | -86.7% | +5.6% |
| 3Y | +15.5% | +375.7% | -360.1% | +4.4% |
| 5Y | -20.6% | +379.0% | -399.6% | -31.5% |
| All | +1.5% | +287.3% | -285.9% | -10.2% |
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