+142.4%
AMT vs ROST
+300.7%
-158.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +6.8% | +0.5% | +6.3% | +6.6% |
| 3M | +11.2% | -5.2% | +16.4% | +12.3% |
| 6M | +12.5% | +9.8% | +2.6% | +9.8% |
| YTD | +12.5% | +29.4% | -16.9% | +5.8% |
| 1Y | +10.1% | +44.4% | -34.2% | +1.1% |
| 3Y | +16.0% | +95.0% | -79.0% | -1.6% |
| 5Y | -17.2% | +111.9% | -129.0% | -32.4% |
| All | +142.4% | +300.7% | -158.2% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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