-18.8%
AMT vs ROIV
+403.5%
-422.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +1.6% | +14.3% | -12.6% | +0.9% |
| 30D | +4.5% | +16.2% | -11.8% | +3.5% |
| 3M | +13.8% | +15.1% | -1.3% | +12.7% |
| 6M | +10.0% | +44.2% | -34.2% | +7.4% |
| YTD | +11.8% | +89.8% | -78.1% | +7.0% |
| 1Y | +10.2% | +94.6% | -84.3% | +5.3% |
| 3Y | +15.1% | +367.5% | -352.4% | +3.8% |
| 5Y | -18.8% | +421.4% | -440.2% | -31.4% |
| All | -18.8% | +403.5% | -422.4% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling