+1,431.6%
AMT vs ROP
+3,819.8%
-2,388.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.3% |
| 7D | +0.5% | +2.1% | -1.6% | -0.5% |
| 30D | +13.6% | +32.9% | -19.3% | -1.0% |
| 3M | +11.5% | +20.0% | -8.6% | +1.6% |
| 6M | +6.9% | +36.4% | -29.5% | -8.9% |
| YTD | +10.8% | +7.8% | +3.0% | +4.4% |
| 1Y | +10.3% | +8.0% | +2.3% | +3.7% |
| 3Y | +12.4% | -3.5% | +15.9% | +9.5% |
| 5Y | -20.1% | +1.5% | -21.5% | -24.3% |
| 10Y | +116.8% | +198.5% | -81.6% | +16.9% |
| All | +1,431.6% | +3,819.8% | -2,388.2% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling