+100.6%
AMT vs RRX
+216.7%
-116.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -2.7% | -3.7% | +1.1% | -2.2% |
| 30D | +2.0% | -9.3% | +11.3% | +3.4% |
| 3M | -9.3% | -21.8% | +12.5% | -6.9% |
| 6M | -5.2% | -22.0% | +16.8% | -3.5% |
| YTD | +0.5% | +11.9% | -11.5% | -4.4% |
| 1Y | -7.3% | +11.6% | -18.9% | -12.1% |
| 3Y | +6.2% | +2.2% | +4.1% | -1.5% |
| 5Y | -31.2% | +14.9% | -46.1% | -39.6% |
| All | +100.6% | +216.7% | -116.2% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling