-18.0%
AMT vs RRX
+14.2%
-32.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.2% | +12.6% | -14.8% | -3.0% |
| 30D | +5.8% | +10.6% | -4.8% | +4.8% |
| 3M | +12.6% | +4.6% | +7.9% | +12.0% |
| 6M | +8.3% | -13.6% | +21.9% | +8.8% |
| YTD | +11.4% | +29.4% | -18.0% | +6.1% |
| 1Y | +7.7% | +31.9% | -24.2% | +2.3% |
| 3Y | +14.8% | +68.3% | -53.5% | -2.4% |
| 5Y | -18.0% | +13.2% | -31.2% | -24.2% |
| All | -18.0% | +14.2% | -32.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling