+95.0%
AMT vs RRC
+7.9%
+87.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +1.8% | +9.4% | -7.6% | +1.4% |
| 3M | -6.2% | +7.4% | -13.6% | -6.5% |
| 6M | -5.0% | +1.5% | -6.5% | -5.1% |
| YTD | +2.1% | +19.4% | -17.3% | +1.1% |
| 1Y | -5.7% | +24.2% | -30.0% | -6.9% |
| 3Y | +7.9% | +32.8% | -24.9% | +5.6% |
| 5Y | -32.3% | +152.9% | -185.2% | -36.1% |
| 10Y | +95.0% | +3.9% | +91.2% | +67.9% |
| All | +95.0% | +7.9% | +87.1% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling