+1,311.4%
AMT vs ROST
+12,026.5%
-10,715.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.2% | +0.9% | -1.2% | -0.5% |
| 30D | +4.6% | -8.9% | +13.5% | +7.3% |
| 3M | -8.4% | -0.8% | -7.6% | -8.4% |
| 6M | -6.0% | +8.5% | -14.5% | -8.7% |
| YTD | +2.1% | +28.6% | -26.5% | -5.6% |
| 1Y | -6.4% | +52.3% | -58.7% | -17.8% |
| 3Y | +8.1% | +94.8% | -86.8% | -13.1% |
| 5Y | -31.9% | +110.8% | -142.7% | -48.1% |
| 10Y | +97.1% | +304.5% | -207.4% | +14.8% |
| All | +1,311.4% | +12,026.5% | -10,715.2% | +181.6% |
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