+1,311.4%
AMT vs ROP
+3,249.7%
-1,938.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.6% |
| 7D | -0.2% | -4.4% | +4.2% | +1.9% |
| 30D | +4.6% | +3.2% | +1.4% | +3.0% |
| 3M | -8.4% | +23.1% | -31.5% | -17.5% |
| 6M | -6.0% | +13.3% | -19.3% | -12.3% |
| YTD | +2.1% | -7.9% | +10.0% | +4.2% |
| 1Y | -6.4% | -22.1% | +15.7% | +3.2% |
| 3Y | +8.1% | -16.8% | +24.9% | +13.6% |
| 5Y | -31.9% | -13.5% | -18.4% | -30.1% |
| 10Y | +97.1% | +137.7% | -40.6% | +19.0% |
| All | +1,311.4% | +3,249.7% | -1,938.3% | +125.4% |
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