+140.1%
AMT vs ROP
+183.9%
-43.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.2% | -2.7% | +0.5% | -1.0% |
| 30D | +5.8% | +29.7% | -23.9% | -5.7% |
| 3M | +12.6% | +21.2% | -8.7% | +3.1% |
| 6M | +8.3% | +48.3% | -40.0% | -9.7% |
| YTD | +11.4% | +8.4% | +3.0% | +6.2% |
| 1Y | +7.7% | +6.0% | +1.7% | +3.8% |
| 3Y | +14.8% | -5.6% | +20.4% | +14.4% |
| 5Y | -18.0% | +1.3% | -19.2% | -22.1% |
| All | +140.1% | +183.9% | -43.8% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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