-13.5%
AMT vs RRC
+134.0%
-147.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.5% | +6.4% | -4.9% | +1.0% |
| 30D | +6.8% | +23.9% | -17.1% | +4.7% |
| 3M | +11.2% | +30.2% | -19.0% | +8.4% |
| 6M | +12.5% | +26.3% | -13.8% | +9.9% |
| YTD | +12.5% | +48.1% | -35.6% | +8.3% |
| 1Y | +10.1% | +37.7% | -27.6% | +6.5% |
| 3Y | +16.0% | +60.3% | -44.3% | +9.1% |
| All | -13.5% | +134.0% | -147.4% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling