-6.6%
AMT vs ROIV
+232.7%
-239.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +4.6% | +1.0% | +3.7% | +4.5% |
| 3M | -8.4% | +18.3% | -26.7% | -9.5% |
| 6M | -6.0% | +18.3% | -24.4% | -7.2% |
| YTD | +2.1% | +61.0% | -58.8% | -1.1% |
| 1Y | -6.4% | +177.9% | -184.3% | -12.3% |
| 3Y | +8.1% | +199.1% | -191.0% | -0.1% |
| 5Y | -31.9% | +250.7% | -282.6% | -39.7% |
| All | -6.6% | +232.7% | -239.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling