-31.3%
AMT vs ROL
-3.8%
-27.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.2% | -1.4% | +1.2% | +0.3% |
| 30D | +4.6% | -4.1% | +8.7% | +6.1% |
| 3M | -8.4% | -22.5% | +14.1% | -0.1% |
| 6M | -6.0% | -37.7% | +31.6% | +10.5% |
| YTD | +2.1% | -39.6% | +41.7% | +20.5% |
| 1Y | -6.4% | -36.0% | +29.6% | +7.6% |
| 3Y | +8.1% | -5.1% | +13.2% | +4.8% |
| All | -31.3% | -3.8% | -27.5% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling