+95.0%
AMT vs ROP
+134.1%
-39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.2% |
| 7D | -0.2% | -5.4% | +5.3% | +2.3% |
| 30D | +1.8% | -1.6% | +3.5% | +2.5% |
| 3M | -6.2% | +18.8% | -25.0% | -13.5% |
| 6M | -5.0% | +8.2% | -13.2% | -8.9% |
| YTD | +2.1% | -10.5% | +12.5% | +6.0% |
| 1Y | -5.7% | -23.7% | +18.0% | +5.5% |
| 3Y | +7.9% | -17.9% | +25.8% | +14.0% |
| 5Y | -32.3% | -15.3% | -17.0% | -30.4% |
| 10Y | +95.0% | +133.4% | -38.4% | +39.0% |
| All | +95.0% | +134.1% | -39.1% | +39.0% |
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