+4.1%
AMT vs ROIV
+248.8%
-244.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.2% |
| 7D | +4.4% | -2.4% | +6.8% | +4.5% |
| 30D | +17.7% | +3.1% | +14.7% | +17.5% |
| 3M | +16.7% | +5.8% | +10.8% | +16.1% |
| 6M | +11.1% | +29.3% | -18.2% | +9.1% |
| YTD | +13.9% | +68.8% | -54.9% | +9.9% |
| 1Y | +12.5% | +81.0% | -68.5% | +8.0% |
| 3Y | +13.2% | +294.6% | -281.4% | +3.3% |
| 5Y | -17.9% | +373.1% | -391.0% | -29.1% |
| All | +4.1% | +248.8% | -244.6% | -7.3% |
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