+15.5%
AMT vs ROK
+57.9%
-42.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | +0.4% | -11.5% | +11.9% | +0.1% |
| 30D | +3.7% | -10.0% | +13.7% | +3.5% |
| 3M | +10.7% | -11.4% | +22.2% | +10.4% |
| 6M | +9.3% | -13.7% | +22.9% | +8.8% |
| YTD | +10.9% | +1.0% | +9.9% | +10.1% |
| 1Y | +10.5% | +5.6% | +4.9% | +9.6% |
| 3Y | +15.5% | +59.1% | -43.5% | +5.3% |
| All | +15.5% | +57.9% | -42.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling