-20.3%
AMT vs ROP
+1.1%
-21.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.6% |
| 7D | +0.5% | +2.1% | -1.6% | -0.2% |
| 30D | +13.6% | +32.9% | -19.3% | +2.2% |
| 3M | +11.5% | +20.0% | -8.6% | +4.0% |
| 6M | +6.9% | +36.4% | -29.5% | -5.4% |
| YTD | +10.8% | +7.8% | +3.0% | +8.3% |
| 1Y | +10.3% | +8.0% | +2.3% | +7.6% |
| 3Y | +12.4% | -3.5% | +15.9% | +11.1% |
| All | -20.3% | +1.1% | -21.5% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling