+95.0%
AMT vs ROL
+203.4%
-108.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.9% |
| 7D | -0.2% | -3.4% | +3.3% | +1.2% |
| 30D | +1.8% | -6.9% | +8.8% | +4.6% |
| 3M | -6.2% | -24.6% | +18.4% | +4.1% |
| 6M | -5.0% | -39.5% | +34.5% | +14.6% |
| YTD | +2.1% | -41.1% | +43.2% | +23.5% |
| 1Y | -5.7% | -37.9% | +32.2% | +11.3% |
| 3Y | +7.9% | +0.8% | +7.1% | +3.5% |
| 5Y | -32.3% | -4.7% | -27.7% | -35.3% |
| 10Y | +95.0% | +207.9% | -112.9% | +30.1% |
| All | +95.0% | +203.4% | -108.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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