-32.3%
AMT vs ROST
+110.7%
-143.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | -6.2% | +1.0% | -7.2% | -6.5% |
| 6M | -5.0% | +8.7% | -13.7% | -6.8% |
| YTD | +2.1% | +27.8% | -25.8% | -3.1% |
| 1Y | -5.7% | +52.7% | -58.4% | -13.7% |
| 3Y | +7.9% | +97.5% | -89.6% | -7.8% |
| 5Y | -32.3% | +111.6% | -143.9% | -44.7% |
| All | -32.3% | +110.7% | -143.0% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling