-30.9%
AMT vs RRX
+16.5%
-47.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | 0.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +3.7% | -8.0% | +11.7% | +4.4% |
| 3M | -7.2% | -25.1% | +17.9% | -5.5% |
| 6M | -4.2% | -18.3% | +14.1% | -3.7% |
| YTD | +1.9% | +14.2% | -12.3% | -1.8% |
| 1Y | -6.4% | +13.0% | -19.4% | -9.9% |
| 3Y | +7.7% | +4.2% | +3.5% | +2.4% |
| 5Y | -30.9% | +17.9% | -48.8% | -38.2% |
| All | -30.9% | +16.5% | -47.4% | -38.2% |
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