+7.9%
AMT vs ROST
+97.5%
-89.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +1.8% | -10.2% | +12.0% | +3.2% |
| 3M | -6.2% | +1.0% | -7.2% | -6.4% |
| 6M | -5.0% | +8.7% | -13.7% | -6.1% |
| YTD | +2.1% | +27.8% | -25.8% | -1.2% |
| 1Y | -5.7% | +52.7% | -58.4% | -10.8% |
| 3Y | +7.9% | +97.5% | -89.6% | -5.4% |
| All | +7.9% | +97.5% | -89.6% | -5.4% |
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