+1,431.6%
AMT vs ROST
+12,071.0%
-10,639.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | +0.5% | +1.2% | -0.7% | +0.2% |
| 30D | +13.6% | +2.5% | +11.1% | +12.7% |
| 3M | +11.5% | -9.0% | +20.4% | +14.2% |
| 6M | +6.9% | +1.3% | +5.6% | +5.8% |
| YTD | +10.8% | +29.1% | -18.2% | +2.1% |
| 1Y | +10.3% | +45.4% | -35.1% | -1.9% |
| 3Y | +12.4% | +94.9% | -82.4% | -9.7% |
| 5Y | -20.1% | +104.0% | -124.1% | -38.5% |
| 10Y | +116.8% | +314.8% | -198.0% | +25.1% |
| All | +1,431.6% | +12,071.0% | -10,639.4% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling