+14.9%
AMT vs ROL
+3.2%
+11.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | -2.2% | -1.7% | -0.5% | -1.7% |
| 30D | +5.8% | +18.5% | -12.8% | +0.9% |
| 3M | +12.6% | +4.3% | +8.2% | +11.1% |
| 6M | +8.3% | -27.7% | +36.0% | +18.5% |
| YTD | +11.4% | -35.8% | +47.2% | +24.7% |
| 1Y | +7.7% | -34.1% | +41.8% | +19.3% |
| All | +14.9% | +3.2% | +11.7% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling