-6.4%
AMT vs RRX
+14.9%
-21.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | +3.4% | -3.7% | -0.1% |
| 30D | +4.6% | -11.1% | +15.8% | +4.3% |
| 3M | -8.4% | -23.7% | +15.3% | -8.9% |
| 6M | -6.0% | -22.0% | +16.0% | -6.7% |
| YTD | +2.1% | +16.5% | -14.4% | +0.6% |
| 1Y | -6.4% | +11.5% | -17.9% | -8.1% |
| All | -6.4% | +14.9% | -21.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling