+133.7%
AMT vs ROST
+317.2%
-183.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +1.6% | +3.2% | -1.5% | +1.0% |
| 30D | +4.5% | +7.4% | -3.0% | +2.9% |
| 3M | +13.8% | -6.1% | +19.8% | +15.1% |
| 6M | +10.0% | +6.2% | +3.8% | +8.2% |
| YTD | +11.8% | +33.4% | -21.7% | +4.5% |
| 1Y | +10.2% | +48.8% | -38.6% | +0.6% |
| 3Y | +15.1% | +99.5% | -84.4% | -2.8% |
| 5Y | -18.8% | +112.7% | -131.5% | -33.8% |
| 10Y | +133.7% | +316.4% | -182.8% | +71.3% |
| All | +133.7% | +317.2% | -183.5% | +71.3% |
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