+12.4%
AMT vs ROST
+95.7%
-83.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +13.6% | +2.5% | +11.1% | +13.3% |
| 3M | +11.5% | -9.0% | +20.4% | +12.5% |
| 6M | +6.9% | +1.3% | +5.6% | +6.6% |
| YTD | +10.8% | +29.1% | -18.2% | +8.0% |
| 1Y | +10.3% | +45.4% | -35.1% | +6.4% |
| 3Y | +12.4% | +94.9% | -82.4% | +7.4% |
| All | +12.4% | +95.7% | -83.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling