+1,431.6%
AMT vs RRC
+404.8%
+1,026.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.3% |
| 7D | +0.5% | -10.8% | +11.4% | +1.9% |
| 30D | +13.6% | +22.3% | -8.7% | +10.5% |
| 3M | +11.5% | +26.6% | -15.2% | +7.9% |
| 6M | +6.9% | +18.9% | -12.0% | +4.2% |
| YTD | +10.8% | +39.2% | -28.4% | +5.7% |
| 1Y | +10.3% | +34.0% | -23.6% | +5.6% |
| 3Y | +12.4% | +42.0% | -29.6% | +5.0% |
| 5Y | -20.1% | +111.9% | -131.9% | -31.3% |
| 10Y | +116.8% | +62.8% | +54.1% | +69.3% |
| All | +1,431.6% | +404.8% | +1,026.8% | +1,691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling