+7.1%
AMT vs ROL
-33.3%
+40.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | +0.8% | -3.1% | -2.5% |
| 30D | +4.2% | +20.6% | -16.4% | +0.9% |
| 3M | +13.4% | +4.5% | +8.9% | +12.4% |
| 6M | +9.4% | -26.5% | +35.9% | +13.2% |
| YTD | +11.7% | -34.8% | +46.5% | +10.9% |
| 1Y | +7.1% | -33.2% | +40.3% | +5.5% |
| All | +7.1% | -33.3% | +40.5% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling