+8.3%
AMT vs ROL
-4.8%
+13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | +4.6% | -4.1% | +8.7% | +5.9% |
| 3M | -8.4% | -22.5% | +14.1% | -1.4% |
| 6M | -6.0% | -37.7% | +31.6% | +7.8% |
| YTD | +2.1% | -39.6% | +41.7% | +17.1% |
| 1Y | -6.4% | -36.0% | +29.6% | +4.8% |
| All | +8.3% | -4.8% | +13.1% | -0.9% |
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