-6.4%
AMT vs ROST
+51.1%
-57.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +1.5% | -2.2% | +3.7% | +1.7% |
| 30D | +3.7% | -11.4% | +15.2% | +5.1% |
| 3M | -7.2% | -1.6% | -5.6% | -7.1% |
| 6M | -4.2% | +6.8% | -11.0% | -4.7% |
| YTD | +1.9% | +25.8% | -23.9% | +0.4% |
| 1Y | -6.4% | +52.4% | -58.8% | -6.9% |
| All | -6.4% | +51.1% | -57.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling